Estimating statistical hypotheses. (English) Zbl 0819.62018
Summary: For measuring the weight of evidence for an alternative \(H_ 1\) to a hypothesis \(H_ 0\) or the degree of safety with which \(H_ 0\) can be rejected, this paper suggests an estimator of the indicator function of \(H_ 1\), with two separate squared error loss functions, and a bound on the risk under \(H_ 0\).
Keywords:
estimator of indicator function; randomization; \(p\)-value; significance probability; likelihood ratio estimator; acceptability profile; weight of evidence; degree of safety; squared error loss; riskReferences:
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