Optimal hypothesis testing under unbiased estimates : applications to the family of retracted distributions ~ 1

摘要

First,I would like to say that I support Professor L. J. Savage (1972, Chap. 17, S2)u27s statement concerning interval estimation. Here,we consider hypothesis testing with the regret region derived from inverting the minimum random interval based on unbiased estimate for the parameter by using Lagrangeu27s method. As examples we consider two oblong(or uniform)distributions in the family of retracted distributions.(See Y. Nogami(2002 a,b,c).)