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MINIMUM SIGNIFICANCE AND DISTRIBUTION FREE TESTS 1
Author(s) -
Brown B. M.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb00376.x
Summary A general way of testing in the presence of nuisance parameters is to choose from a family of tests the one to maximize evidence against null hypothesis; that is, to minimize the significance level. This method yields exact tests when applied to distribution‐free testing in various statistical designs; arbitrary choice of score functions is eliminated. However, the exact null distributions are highly non‐normal, and there are problems with both computation and asymptotic theory.