A note on testing two-dimensional normal mean (Q1112509): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on testing two-dimensional normal mean |
scientific article |
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A note on testing two-dimensional normal mean (English)
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1987
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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.
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Schur-concave functions
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composite hypothesis
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one-sided alternatives
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mean vector
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two-dimensional normal distribution
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unbiased test
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likelihood ratio test
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sufficient condition for admissibility
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