This article was downloaded by: [Michigan State University]

On: 02 January 2015, At: 08:43

Publisher: Taylor & Francis
Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office:
Mortimer House, 37-41 Mortimer Street, London W1T 3JH, UK

Communications in Statistics - Theory and

Methods
Publication details, including instructions for authors and subscription
information:
http://www.tandfonline.com/loi/lsta20

On optimal tests for separate hypotheses and

conditional probability integral transformations
a b
C. P. Quasenberry & R. R. Starbuck
a
North Carolina State University ,
b
Northeast Utilities Service Co. , Hartford, Conn
Published online: 27 Jun 2007.

To cite this article: C. P. Quasenberry & R. R. Starbuck (1976) On optimal tests for separate hypotheses and
conditional probability integral transformations, Communications in Statistics - Theory and Methods, 5:6,
507-524, DOI: 10.1080/03610927608827371

To link to this article: http://dx.doi.org/10.1080/03610927608827371

PLEASE SCROLL DOWN FOR ARTICLE

Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”)
contained in the publications on our platform. However, Taylor & Francis, our agents, and our
licensors make no representations or warranties whatsoever as to the accuracy, completeness, or
suitability for any purpose of the Content. Any opinions and views expressed in this publication are
the opinions and views of the authors, and are not the views of or endorsed by Taylor & Francis.
The accuracy of the Content should not be relied upon and should be independently verified with
primary sources of information. Taylor and Francis shall not be liable for any losses, actions, claims,
proceedings, demands, costs, expenses, damages, and other liabilities whatsoever or howsoever
caused arising directly or indirectly in connection with, in relation to or arising out of the use of the
Content.

This article may be used for research, teaching, and private study purposes. Any substantial
or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or
 distribution in any form to anyone is expressly forbidden. Terms & Conditions of access and use can
be found at http://www.tandfonline.com/page/terms-and-conditions
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015

3o3ynght 3 1976 ?Arcel Dekker, i n c , All Righis Reserved. beither :his work nor any part
m y be rcprodiieed 3 i tiaii~inil:cd in any foriri cr b y a n y iittaili. tieccionic or mec;?ianicsi, inciudiiig
?notocopying. rn~cioiilni;lg, and recordnng. or by an? miormation storage and retr~cvaisystem.
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
 * -
Downloaded by [Michigan State University] at 08:43 02 January 2015

we s h a l l fseq.sen;iy c s e k e z z l c o l o g ~ rp%-re?.1~ Se3zans :(1?S^;)y

&apter 6 on i-maz,piaccsis ~ g e ~ i rOe l ;~v z iz ~ ,.
Le-,X &note a, %cars?, SPC, 2'_n?qb na~"21~::) tke % r e 1 s ? ~ s c : .
- ..., X3' 5 c x ~ t sa v x k o r s? ~ . i ~ &?,* ~ n k s
o f X, and X = (Xi,
Is), ee,ch 2s~riLx"le.'acccr53,r,~3~
s w Z a b 1 ~ s(r,~?, 4z c?~~'ll;re?-,?
p p c n t i ~ ~ ~ s~Ls-T-.: -.
a s b,,u~,,~~ F 90 ",e 3re1 spat* ,Z,Qj; zriL2 ?=~het*.,
~mppose",hair P 5,s a n e z k r of a g a z m e - , s k r i h s s P? 3d.st~i3u~i;~~:.
--
$2 = ';pa; 3 s
i
nd a L C ~8 ~ 3
5 15 B S S - ~ B ( ! GO j~j k-z~snslon&
~ Q - P I ,ser T
&," 9
:-,i.lc~eri;. !" 15 f , ~"219!?B S S X Z F ~ ~
A R
,*n~c
L- 5::: ~ h E
g k-$he;1s:~g&1 y;iff; ci t.2: ji-L~:t: S < ~ C

..
B'1' :'i)n P .-?P n., :efins& 03 ::?e 3 ~ a p ~S ~e X ! B
.'.& %
.,,
;i7

X x
= ( T ~ , ,, T
...
x Z, G 2:. ,.. u ; , ,Qsc, r;ct 5": zs :"""-
L~ > -
9'- 2 x i
... :;
)i.

";*
- -
- - ""
3 3 pj, ; , e , , = a -;.ass c." a;r.--&c+, zeesmqs 3n { ~ ' ~ f j C S T T ~ -
.%

soanciirg tt P * c l a s s p3 i,i 8190 w1;3er, z s P: = :F+* - C ? 9 -7 G?

(
- . '7
n-k' -
-
: ~ sP ~ 33 33~t3*ci;447 c : s ~ ~ ; _ ~ G o =3:.rij7:--
-.;s
*i crr
.,-sd,., -Re say C" ha;
caaci~~a'_;~r .
m n k n-k, L " e I B . a I c g r lP
r;.scs.te --
i9 3-$ { :f , !> ' Rei.E;f and k j e a e ~ b e r . 7 : '; 24-2! .
- :
L e a : 1 t b e a one-ro-.-cr,e "ar,s?cc--.e-,f m, arid l e y g 3e
-+
.,.. .
-% p
corresgcn&kg cne-"%ax ? r r a s m a n O, a $2 r2 2efins a
44-*
L-'4b

- , - *,
x = ,
. ' I

x
\
. . ., g
. .
; i s r each ;,' s-xxsc
there =is<,.
-y,jY E
a,
f f f o r ?4~ezyA
.e

g: I, 3 :32' '9j
~7j,3nti~a
E~~ - 2 iel-,c:.-
- +A

4 ,p"\ s u c k i;h&t
cyijn$:o-.a;Q.=s
r-
'gE""
e az
g;sc-q c;
-,

w
l
.
A,.
-n $be csszesg~md5.n~,:",-?~?f'or~s:io~:gzo1tip nn
u

an& 5 :he corsespon&i-g "-ansf 3x?zr,lqn greq3 on 2 i Ylar; ;'t is .i.

Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
 : 2 = ",,- P-- z 5"- - . (bi,3)
- assume in
Downloaded by [Michigan State University] at 08:43 02 January 2015

NP. zke: r h e z,c.r, of P3 I s n-k.;he seqael

L e t f!. ank I"(=) aenote -;he2ezsLS;;y am3 Lst~ikutionP.mc-tioq
respen-zirek-, n c r e s ~ o n i k i n gt o 5 1 . ) , Xe assme $hat fa &rid P7
5 &

SZE Sozh Iden~bffabl~ C ~ B S S ~ Swxi

, $hat at e v e r y x Q -i: &^u least
one d i s ~ r l j n t f o zla each class has a gosLtive decsi-ty, :ox [1961)
cd-1s %he classes P ami p swws;a famzlies 3f ~ ~ f r i b x x t ?2 ~lr
Q I==-----

rn P
3
. Nore _~recisely,3 IS & smiIii~-t(k155 2"~ic:io~ifor 7: -K
-E

i
" 1'-' = a for s e r y Ej 9 S0 a

o r 7 u
n-k
.
1 as gtven by !3.?-],iet hl(u,, ...,
. .., - . .., X
A A

n ) denote %he Zecsbsy of {U,, U .&en X,, me

n-k A n-k E
Downloaded by [Michigan State University] at 08:43 02 January 2015

50 a msz pcrvre-pdl tes",~ ;he -:ass of s5d-V.- ~--,c.s.r:

2";s
the corddt5tcnlg space o f X, ,
- ..,, :2i , - i v e ~"-,
test, &-
4 - - ----
d f i - , i e n ~ 53 f i ~ ds, n o s t pcsr?orf-,A c o n z s i o ~ c8ize-a

T = "
--Yo f i n d 5te
'X?,.
-
I

>~-j-n~;"~&
4 P.p-
*-id

=&-&*T> - ,-laacs s a t i s 3 c s by L m a 3 . 2 ,
xn ) < u-y 9',,*> ' -5

Jz&/ a
3

the test is a hPS-3 bast, FLt33ya ;c,: , . zoqlete,

f.t ~Ji,il
s n e t h e s 56 the -.,zse t h ~ t ises pioy c e g e ~ ~
oa;i F f;
? e of *(4,2), ?EL, of co.arse,
?? is a w&z~m>~* D Q S ~3 ~ --
e - a- A

sh-x~-..a j ;?.Fs-~)tes: f 3 H ~ - 7 e r ~ 3< r -- - .-

: ~ :o&z;iCa~ ? ~ q c e WP-. :$

m c b tests a i s r I_Z-CI "13nsi~?el;eC in :he fi?E?m,j:~g f h e ~ ~ g s ,

Yneoreri L,2, Sf the :sc&ti=iona r;?? '=.a"-,l Theorez 3.2 ';"2e2rz2
+.L are sa-k"c,ifiied .zp 'i3 :hen s T&QS+ power:%~k i ~ 7 : a E . i ~ .
0
L~VBP-Q !LTEI-~) yersils x, p r ~ y - ~ d e;
te.2 = : ~ ; 3 for :es:ir,s ~i P
d
*
Zq
g,-c*-,
A
in&~.cedQE
test, is eq:,ais-nle~; ic
-
P, 5y G
he,"
2s
' a l s o ~ s e n s i 5 . w ~M o ~ e w e r , t;Zi s
?CELn! l,es-o:" ::~e~-r&
e ~- z l %+%ca is -..
~.?S-.J, ;
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
 s a x i o n cz;- 3e 'EF; .:el?zY. f3r : e s t l r g s e p x s e 5awAlles f'cr s c f e
Downloaded by [Michigan State University] at 08:43 02 January 2015

2ases idken t h e ass;uqZLors r e q i r e d f=r :he 3;:imI :ems .'isrd*;sse&

32-e do 2oz 3c19.
2 e ~os",..=rzor ymb,an ~ 3 e s et h e essuzrp;iezs 20
k o l d i i s probzkiy %a: 3f Scsting fwc lacazion-sc2la pa>a&er
f
&A<.-
~ u
T E :x;:i?s
~ ~ a s Vvp-e~rnS
X?S c-;;
a
>
'a
-.-----
-- -La meg- 1x4
-*--
rlLn-a-'
A*--w-

co?fo-~a"Le,zben s o ~ l eC.zerze~L"e BDJIW~C~ wj- Se &z,l;t2~2~51-7e,

-
l o r exazipie, %y - . ~ s i ~E& ~KISS~~LP
ijlgor-2s b - 1 ez-6 b m 25.1 is SOE~?,.T,:C~S
t3 a : F S ~ e s t4 a 2 s s r oze aeaoes o f EX eLte~n&t2v.vef w l y , =,
Downloaded by [Michigan State University] at 08:43 02 January 2015

that %esa trmsfa--sa',ions 91~11~ , .s , -A . ~ ( , 2 ~ r: a

) ~ d -,~m,-iajles,
e
&so, silt --.& =
-',:

95ir.e
-LTdZpC ,- , % ~','a 25i7.t
2- = 3,-
/ ,
ii
=
"n = X I ,m-1 '
~ ~ ~ - - ~ i;f> 7"-?,5
;~<2z - * a >
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015
Downloaded by [Michigan State University] at 08:43 02 January 2015

: r w k e s of 'l!
u,t
-,
LT czn also b e S ~ ~ Wt h T a t %+lea$110 triji-igL= .
P _ , ~ F ? ~btgi32,
C ~ ther L
AC 73s 3. n : r i ~ - ~ q x ~dis.tribu-;im
re ;ifLth ~

U 9c

fi,,,%e,
P.
5. -.&
d3amx,sea~:, 3 , , aild %as, G. (1972), Ilk~LPhoaCr s 5 0
~ N ~ ~;m
5es.t fc3r , 3 ~ s ~ r i ~ j t ^ a' Dz Oj ?~~ n t ; ~ k ~ let+
C C nodzis ~5;Yjiyh ow~
- 4 en end scale pwme;ers, TenEnonie.trlcs&>
1: l3-22.
Downloaded by [Michigan State University] at 08:43 02 January 2015