USING FUZZY KNOWLEDGE OF A NUISANCE PARAMETER FOR HYPOTHESIS TESTING

Abstract

The problem of hypothesis testing with a nuisance parameter is considered. Two methods forusing fuzzy knowledge on the nuisance parameter to test hypotheses are suggested. These methods areneither a pure classical nor a pure Bayesian approach to hypothesis testing, but rather related to both. Afew known examples and their applications, which cannot be studied by the parametric statisticalmethods, are discussed.