Hypothesis Testing Procedures for Separate Families of Hypotheses
Alan R. Dyer · Journal of the American Statistical Association · 1974
Hypothesis test procedures for tests of separate families of hypotheses are defined. These procedures are then compared using Monte Carlo samples as data for five pairs of invariant distributions. The comparisons are made by calculating an approximate relative efficiency for each procedure with respect to the likelihood ratio procedure, which for three pairs of distributions considered is uniformly most powerful among the class of invariant procedures.