Kybernetika 30 no. 2, 199-210, 1994

On Hodges-Lehmann optimality of LR tests

František Rublík


It is shown that the likelihood ratio test statistics are Hodges-Lehmann optimal for testing the null hypothesis against the whole parameter space, provided that certain regularity conditions are fulfilled. These conditions are verified for the non-singular normal, multinomial and Poisson distribution.


62F05, 62F12