Zur Theorie der bedingten Tests

Summary The construction of a most powerful similar test with Neyman structure for composite hypotheses is frequently accomplished by the solution of a class of auxiliary problems asking for the determination of most powerful tests for simple hypotheses on the regions of constancy of a sufficient statistic. In detail, this class of so-called conditional tests has to be constructed so as to yield a test composed by them. This method due to Neyman is among others used by Fraser 3], Kendall-Stuart 6], Lehmann 7], Lehmann-Scheffé 8], Witting 11]. The present paper investigates the suppositions on which this construction is possible and the form of the tests obtained hereby. In particular, it is shown that these tests are easy to determine in the case of dominated hypotheses.

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Gekürzte Fassung einer von der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Münster i. Westf. angenommenen Dissertation.

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Der Autor ist am 20. 7. 1968 verstorben.

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Herrn Professor Dr. H. Witting, Münster, danke ich für zahlreiche Anregungen bei der Fertigstellung dieser Arbeit.