Maxmin $C(\alpha)$ Tests Against Two-Sided Alternatives
针对双侧备择的最大最小 C(α) 检验
Let $\{X_n\}$ be a sequence of i.i.d. random variables, each with probability density function $p(x \mid \theta, \xi)$ subject to certain regularity conditions. Here, $\theta$ is an $s$-dimensional vector of nuisance parameters, and $\xi \in (-r, r)$ is the parameter under test. The first $N$ members of the sequence $\{X_n\}$ are to be used for testing the hypothesis, $H_0: \xi = 0$, against the alternative, $H_1: \xi\neq 0$, while $\theta$ remains unspecified. The…