A layman's note on a class of frequentist hypothesis testing problems

2015/02/04 by Michele Pavon, Pavon, Michele
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1502.01328

arxiv created 2015/02/04 · openalex publication_date 2015/02/04 · arxiv updated 2015/02/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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