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Least-favourable null configuration

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A least-favourable configuration maximizes a test procedure’s Type I error probability over allowed null hypothesis parameters. For one-sided normal comparisons with a fixed covariance matrix, coupling by common centered variables shows monotonicity in the means. For the familywise error rate, mixed true and false null configurations must also be checked.

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  1. Statistical hypothesis testing
  2. Statistical modelling
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  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 207 / 1 / d / Solution

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