Asymptotically-unbiased test
A concept indicating that the test is unbiased in the limit. For example, in the case of $ n $
independent samples from a one-dimensional distribution depending on a parameter $ \theta \in \Omega $,
let $ H $
be the null hypothesis: $ \theta \in \Omega _ {H} $,
and let $ K $
be the alternative:
$$ \theta \in \Omega _ {K} ,\ \Omega _ {H} \cup \Omega _ {K} = \Omega ,\ \ \Omega _ {H} \cup \Omega _ {K} = \emptyset . $$
The critical set $ R _ {n} $ in the $ n $- dimensional Euclidean space, $ n=1, 2 \dots $ is an asymptotically-unbiased test of the hypothesis $ H $ with level $ \alpha $ if
$$ \lim\limits _ {n \rightarrow \infty } {\mathsf P} ( R _ {n} \mid \theta ) \leq \alpha , \ \theta \in \Omega _ {H} , $$
$$ \alpha \leq \lim\limits _ {n \rightarrow \infty } {\mathsf P} ( R _ {n} \mid \theta ),\ \theta \in \Omega _ {K} . $$
The function
$$ \lim\limits _ {n \rightarrow \infty } {\mathsf P} ( R _ {n} \mid \theta ) $$
is called the asymptotic power function of the test $ R _ {n} $.
Asymptotically-unbiased test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Asymptotically-unbiased_test&oldid=18499