Using fuzzy knowledge of a nuisance parameter for hypothesis testing. (English) Zbl 1104.62016
Summary: The problem of hypothesis testing with a nuisance parameter is considered. Two methods for using fuzzy knowledge on the nuisance parameter to test hypotheses are suggested. These methods are neither a pure classical nor a pure Bayesian approach to hypothesis testing, but rather related to both. A few known examples and their applications, which cannot be studied by parametric statistical methods, are discussed.
MSC:
62F03 | Parametric hypothesis testing |
62F99 | Parametric inference |
62G10 | Nonparametric hypothesis testing |
62G99 | Nonparametric inference |