On the Nuisance Parameter Elimination Principle in Hypothesis Testing.

Flórez Rivera, Andrés Felipe; Esteves, Luis Gustavo; Fossaluza, Victor; de Bragança Pereira, Carlos Alberto

The Non-Informative Nuisance Parameter Principle concerns the problem of how inferences about a parameter of interest should be made in the presence of nuisance parameters. The principle is examined in the context of the hypothesis testing problem. We prove that the mixed test obeys the principle for discrete sample spaces. We also show how adherence of the mixed test to the principle can make performance of the test much easier. These findings are illustrated with new solutions to well-known problems of testing hypotheses for count data.

NUISANCES; HYPOTHESIS

Entropy, 2024, Vol 26, Issue 2, p117

1099-4300

Academic Journal

10.3390/e26020117