Is the locally best invariant test uniformly most powerful for a wider class of invariant tests?

2015 ◽  
Vol 10 (3) ◽  
pp. 197-204
Author(s):  
J.L. Bhowmik
Keyword(s):  
Locally Best Invariant Test ◽  
Invariant Test ◽  
Uniformly Most Powerful

scholarly journals Detecting Heterogeneity of Substitution Along DNA and Protein Sequences

Genetics ◽  
1996 ◽  
Vol 143 (1) ◽  
pp. 589-602 ◽  
Author(s):  
Peter J E Goss ◽  
R C Lewontin
Keyword(s):  
Null Hypothesis ◽  
Nonuniform Distribution ◽  
Critical Values ◽  
Third Order ◽  
Variance Test ◽  
Data Set ◽  
Significance Level ◽  
Uniformly Most Powerful Test ◽  
Interval Lengths ◽  
Uniformly Most Powerful

Abstract Regions of differing constraint, mutation rate or recombination along a sequence of DNA or amino acids lead to a nonuniform distribution of polymorphism within species or fixed differences between species. The power of five tests to reject the null hypothesis of a uniform distribution is studied for four classes of alternate hypothesis. The tests explored are the variance of interval lengths; a modified variance test, which includes covariance between neighboring intervals; the length of the longest interval; the length of the shortest third-order interval; and a composite test. Although there is no uniformly most powerful test over the range of alternate hypotheses tested, the variance and modified variance tests usually have the highest power. Therefore, we recommend that one of these two tests be used to test departure from uniformity in all circumstances. Tables of critical values for the variance and modified variance tests are given. The critical values depend both on the number of events and the number of positions in the sequence. A computer program is available on request that calculates both the critical values for a specified number of events and number of positions as well as the significance level of a given data set.

ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES

2014 ◽  
Vol 31 (3) ◽  
pp. 539-559 ◽  
Author(s):  
I. Gaia Becheri ◽  
Feike C. Drost ◽  
Ramon van den Akker
Keyword(s):  
Unit Root ◽  
Generalized Least Squares ◽  
Applied Economics ◽  
Unit Root Tests ◽  
Finite Sample ◽  
Asymptotic Power ◽  
Optimal Tests ◽  
Independent Panel ◽  
Local Asymptotic Power ◽  
Uniformly Most Powerful

In a Gaussian, heterogeneous, cross-sectionally independent panel with incidental intercepts, Moon, Perron, and Phillips (2007, Journal of Econometrics 141, 416–459) present an asymptotic power envelope yielding an upper bound to the local asymptotic power of unit root tests. In case of homogeneous alternatives this envelope is known to be sharp, but this paper shows that it is not attainable for heterogeneous alternatives. Using limit experiment theory we derive a sharp power envelope. We also demonstrate that, among others, one of the likelihood ratio based tests in Moon et al. (2007, Journal of Econometrics 141, 416–459), a pooled generalized least squares (GLS) based test using the Breitung and Meyer (1994, Applied Economics 25, 353–361) device, and a new test based on the asymptotic structure of the model are all asymptotically UMP (Uniformly Most Powerful). Thus, perhaps somewhat surprisingly, pooled regression-based tests may yield optimal tests in case of heterogeneous alternatives. Although finite-sample powers are comparable, the new test is easy to implement and has superior size properties.

Monitoring on-orbit calibration stability of the Terra MODIS and Landsat 7 ETM+ sensors using pseudo-invariant test sites

2010 ◽  
Vol 114 (4) ◽  
pp. 925-939 ◽  
Author(s):  
Gyanesh Chander ◽  
Xiaoxiong (Jack) Xiong ◽  
Taeyoung (Jason) Choi ◽  
Amit Angal
Keyword(s):  
Landsat 7 ◽  
Invariant Test ◽  
Terra Modis
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