On the distribution of the power function for the scale parameter of exponential families
Fulvio De Santis,
Stefania Gubbiotti
Abstract:The expected value of the standard power function of a test, computed with respect to a design prior distribution, is often used to evaluate the probability of success of an experiment. However, looking only at the expected value might be reductive. Instead, the whole probability distribution of the power function induced by the design prior can be exploited. In this article we consider one‐sided testing for the scale parameter of exponential families and we derive general unifying expressions for cumulative d… Show more
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