A layman's note on a class of frequentist hypothesis testing problems
Statistics Theory
2015-02-05 v1 Statistics Theory
Abstract
It is observed that for testing between simple hypotheses where the cost of Type I and Type II errors can be quantified, it is better to let the optimization choose the test size.
Cite
@article{arxiv.1502.01328,
title = {A layman's note on a class of frequentist hypothesis testing problems},
author = {Michele Pavon},
journal= {arXiv preprint arXiv:1502.01328},
year = {2015}
}