We study different classes of Jensen measures for plurisubharmonic functions, in particular the relation between Jensen measures for continuous functions and Jensen measures for upper bounded functions. We prove an approximation theorem for plurisubharmonic functions in$B$-regular domain. This theorem implies that the two classes of Jensen measures coincide in$B$-regular domains. Conversely we show that if Jensen measures for continuous functions are the same as Jensen measures for upper bounded functions and the domain is hyperconvex, the domain satisfies the same approximation theorem as above.

The main object of this paper is to find a criterion for comparison of two tests for non-parametric hypotheses, taking advantage of the qualitative information that may exist. After a detailed analysis of the problem and some earlier suggestins for its solution (sections 2–4), a criterion is suggested in section 5. In order to apply it to a concrete case, a location problem is specified in section 6. The rank tests to be compared are analyzed in section 7, and the comparison by way of the criterion is carried out in section 8. It turns out that sign tests, sometimes slightly modified, are very often optimal according to the criterion used.

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