Asymptotically-unbiased test
A concept indicating that the test is unbiased in the limit. For example, in the case of
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=45237