Notes on Statistical Tests for Nonidentically Distributed Observations
DOI:
https://doi.org/10.17713/ajs.v34i2.414Abstract
We discuss a problem of testing simple statistical hypotheses on the nonidentically distributed observations. A possibility of using the method Monte-Carlo for choosing the critical value in Neyman – Pearson test is pointed out. We propose also an approach permitting to reduce the problem considered to a problem of testing hypotheses on uniformity vs nonuniformity of distributions on the interval (0,1).
References
E.L. Lehmann. Testing Statistical Hypotheses. Springer-Verlag, New York e.a., 2nd edition, 1986.
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