A note on testing two-dimensional normal mean |
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| Authors: | Kentaro Nomakuchi Toshio Sakata |
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| Institution: | (1) Kyushu University, Kyushu, Japan;(2) Kumamoto University, Kumamoto, Japan |
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| Abstract: | Summary 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 Cohen et al. (1983,Studies in Econometrics, Time Series and Multivariate Statistics, Academic Press): the admissibility of the likelihood ratio test. |
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| Keywords: | Composite hypothesis one-sided alternatives Schur-concave function unbiased test admissibility |
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