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the admissibility of the p-value for the testing of parameters in the pareto distribution
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نویسنده
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zaherzadeh ali ,babadi masoumeh ,hormozinejad farshin
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منبع
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journal of mathematical extension - 2022 - دوره : 16 - شماره : 5 - صفحه:1 -23
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چکیده
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In this paper the problem of hypothesis testing is considered as an estimation problem within a decision-theoretic framework for estimating the accuracy of the test. the usual p-value is an admissible estimator for the one-sided testing of the scale parameter under the squared error loss function in the pareto distribution. in the presence of nuisance parameter for model, the generalized p-value is inadmissible. even though the usual p-value and the generalized p-value are inadmissible estimators for the one-sided testing of the shape parameter, it is difficult to exhibit a better estimator than the usual p-value. for the two-sided testing, although the usual p-value is generally inadmissible, it is remained as an estimator for the two-sided testing of the shape parameter.
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کلیدواژه
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admissibility ,bayes estimator ,decision theory ,hypothesis testing ,p-value.
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آدرس
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islamic azad university, ahvaz branch, faculty of science, department of mathematics, iran, islamic azad university, ahvaz branch, faculty of science, department of statistics, iran, islamic azad university, ahvaz branch, faculty of science, department of statistics, iran
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پست الکترونیکی
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farshin_hormozi@yahoo.com
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Authors
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