Entropy (Jan 2024)

On the Nuisance Parameter Elimination Principle in Hypothesis Testing

  • Andrés Felipe Flórez Rivera,
  • Luis Gustavo Esteves,
  • Victor Fossaluza,
  • Carlos Alberto de Bragança Pereira

DOI
https://doi.org/10.3390/e26020117
Journal volume & issue
Vol. 26, no. 2
p. 117

Abstract

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The Non-Informative Nuisance Parameter Principle concerns the problem of how inferences about a parameter of interest should be made in the presence of nuisance parameters. The principle is examined in the context of the hypothesis testing problem. We prove that the mixed test obeys the principle for discrete sample spaces. We also show how adherence of the mixed test to the principle can make performance of the test much easier. These findings are illustrated with new solutions to well-known problems of testing hypotheses for count data.

Keywords