A note on testing two-dimensional normal mean

DOI10.1007/BF02491485MaRDI QIDQ1112509zbMATH OpenFDO

Authors Kentaro Nomakuchi, Toshio Sakata

Publication date 1987

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02491485

zbMATH Keywords

composite hypothesislikelihood ratio testmean vectorone-sided alternativesSchur-concave functionssufficient condition for admissibilitytwo-dimensional normal distributionunbiased test

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Hypothesis testing in multivariate analysis (62H15)

Review text

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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Cites work

• A Likelihood Ratio Test Regarding Two Nested but Oblique Order-Restricted Hypotheses
• A test of a multivariate normal mean with composite hypotheses determined by linear inequalities
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3864309 (Why is no real title available?)
• scientific article; zbMATH DE number 3688508 (Why is no real title available?)
• Hypothesis Testing for Marginal Probabilities in a 2 × 2 × 2 Contingency Table With Conditional Independence
• Majorization in multivariate distributions
• Multiparameter Hypothesis Testing and Acceptance Sampling
• Testing Hypotheses Concerning Unions of Linear Subspaces
• Testing Multiparameter Hypotheses
• Towards a Theory of Generalized Bayes Tests

Cited in

(12)

• Admissibility of unbiased tests for a composite hypothesis with a restricted alternative
• The emperor's new tests. (With comments and a rejoinder).
• An appraisal of some aspects of statistical inference under inequality constraints
• A defense of the likelihood ratio test for one-sided and order-restricted alternatives
• Construction of uniformly more powerful tests for hypotheses about linear inequalities
• Testing Simple Hypothesis about the Mean of Normal Distribution
• The unbiasedness of hodges and lehman's test for a composite hypothesis of the man of a distribution with unknown variance
• Tests of a normal mean vector with hypotheses determined by linear inequalities
• The generalized inference on the sign testing problem about the normal variances
• More powerful tests for the sign testing problem about gamma scale parameters
• Tests of ordered hypotheses for gamma scale parameters
• Tests of ordered hypotheses for gamma scale parameters

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