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Biometrika 1985 72(1):230-232; doi:10.1093/biomet/72.1.230
© 1985 by Biometrika Trust
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MISCELLANEA

Optimal significance procedures for simple hypotheses

W. A. THOMPSON, JR

Department of Statistics, University of Missouri-Columbia Columbia, Missouri 65211, U.S.A.

The likelihood ratio significance procedure is optimal among evidential procedures in that: (i) there is good reason to restrict consideration to procedures based on minimal sufficient statistics, (ii) all such procedures have the same expected significance under the all hypothesis, and (iii) among such procedures the likelihood ratio produces the smallest possible expected significance under the alternative.

Key Words: Evidence • Observed significance


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