Würtz, A. H., A Universal Upper Bound on Power Functions
Abstract
The finite sample power function is shown to be bounded by a power upper
bound. The same power upper bound is valid for any test of a hypothesis.
In normal regression models the power upper bound is simple to calculate
including cases where the hypotheses are composite and where the regression
function is nonlinear.
Keywords: Composite hypothesis, finite sample power, Lagrange multiplier
test, likelihood ratio test, nonlinear regression models, nonmonotonic
power, uniformly most powerful test.