Invariant tests factor through a maximal invariant
ID: invariant-tests-factor-through-a-maximal-invariant
If is a maximal invariant for a group action, an invariant test function is constant on each group orbit and therefore equals for a function on the orbit space. Conversely every such function is invariant. Appropriate quotient measurability is understood. If the action is transitive on a null family of probability distributions, invariance also gives the same null law of under every member. Thus tests based on eliminate that null nuisance variation.
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