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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2010.tde-03072010-114328
Document
Author
Full name
Rafael Izbicki
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2010
Supervisor
Committee
Esteves, Luís Gustavo (President)
Lopez, Veronica Andrea Gonzalez
Wechsler, Sergio
Title in Portuguese
Classes de testes de hipóteses
Keywords in Portuguese
Monotonicidade
Propriedades lógicas
Regras de decisão
Teoria da decisão
Testes simultâneos
Abstract in Portuguese
Na Inferência Estatística, é comum, após a realização de um experimento, testar simultaneamente um conjunto de diferentes hipóteses de interesse acerca de um parâmetro desconhecido. Assim, para cada hipótese, realiza-se um teste de hipótese e, a partir disto, conclui-se algo sobre os parâmetros de interesse. O objetivo deste trabalho é avaliar a (falta de) concordância lógica entre as conclusões obtidas a partir dos testes realizados após a observação de um único experimento. Neste estudo, é apresentada uma definição de classe de testes de hipóteses, uma função que para cada hipótese de interesse associa uma função de teste. São então avaliadas algumas propriedades que refletem como gostaríamos que testes para diferentes hipóteses se comportassem em termos de coerência lógica. Tais propriedades são exemplificadas através de classes de testes que as satisfazem. A seguir, consideram-se conjuntos de axiomas para classes. Estes axiomas são baseados nas propriedades mencionadas. Classes de testes usuais são investigadas com relação aos conjuntos de axiomas propostos. São também estudadas propriedades advindas de tais conjuntos de axiomas. Por fim, estuda-se um resultado que estabelece uma espécie de conexão entre testes de hipóteses e estimação pontual.
Title in English
Classes of hypotheses tests
Keywords in English
Decision rules
Decision Theory
Logical properties
Monotonicity
Simultaneous test procedures
Abstract in English
In Statistical Inference, it is usual, after an experiment is performed, to test simultaneously a set of hypotheses of interest concerning an unknown parameter. Therefore, to each hypothesis, a statistical test is performed and a conclusion about the parameter is drawn based on it. The objective of this work is to evaluate the (lack of) logical coherence among conclusions obtained from tests conducted after the observation of a single experiment. In this study, a definition of class of hypotheses tests, a function that associates a test function to each hypothesis of interest, is presented. Some properties that reflect what one could expect (in terms of logical coherence) from tests to different hypotheses are then evaluated. These properties are exemplified by classes of hypotheses tests that respect them. Then, sets of axioms based on the properties studied are proposed to classes of hypotheses tests. Usual classes of hypotheses tests are investigated with respect to these sets of axioms. Some properties related to these sets of axioms are then analyzed. At last, a result which seems to connect hypotheses testing and point estimation is stated.
 
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DissertacaoIzbicki.pdf (580.85 Kbytes)
Publishing Date
2011-05-12
 
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