A note on testing two-dimensional normal mean (Q1112509): Difference between revisions

For the problem of testing a composite hypothesis with one-sided alternatives of the mean vector of a two-dimensional normal distribution, a characterization of similar tests is presented and an unbiased test dominating the likelihood ratio test is proposed. A sufficient condition for admissibility is given, which implies the result given by \textit{A. Cohen} et al. [Studies in Econometrics, Time Series and Multivariate Statistics, 379-405 (1983; Zbl 0543.62044)]: the admissibility of the likelihood ratio test.