Homogeneity test power as utility function in the theory of decision making under risk and uncertainty
Abstract
There are a lot of statistical tests for hypothesis testing and some statistical tests are preferable than others in a certain alternative hypothesis. It needs some reliable method for selecting the powerful statistical test. To solve the problem, we create types of alternative hypotheses (with different number of intersection points of reliability function). For every type we create some alternative hypotheses (with various distribution of survival function) with similar behavior of survival functions (the behavior of test power is similar too) to simulate the power of statistical tests and then we apply the Wald test to conclude what test is the most preferable in a certain type of alternative hypotheses.
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Philonenko P..., Postovalov S... Homogeneity test power as utility function in the theory of decision making under risk and uncertainty. The Herald of the Siberian State University of Telecommunications and Information Science. 2017;(3):3-20. (In Russ.)
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