Abstract
The results of Chatterjee and Chanopadhyay (1990) are extended here to the case where nuisance parameters are present. The extension involves the inclusion of the nuisance parameter alongwith the partial ancillary statistic in the loss functions. It is shown that the usual best conditional test is actually unconditionally optimum irrespective of any knowledge about the nuisance parameter. Some standard examples are considered where loss functions can be so chosen as to realise certain intuitively reasonable properties.
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