Abstract
In this paper we propose a new multivariate generalization of a one-sided test in a way-different from that of Kud{circled ring operator} (1963). Let X be a p-variate normal random variable with the mean vector μ. and a known covariance matrix. We consider the null hypothesis that μ. lies on the boundary of a convex polyhedral cone determined by linear inequalities; the alternative is that μ lies in its interior. A two-sided version is also discussed. This paper provides likelihood ratio tests and some applications along with some discussion of the geometry of convex polyhedral cones.
Original language | English |
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Pages (from-to) | 429-439 |
Number of pages | 11 |
Journal | Biometrika |
Volume | 67 |
Issue number | 2 |
DOIs | |
Publication status | Published - Dec 1 1980 |
All Science Journal Classification (ASJC) codes
- Statistics, Probability and Uncertainty
- Applied Mathematics
- Mathematics(all)
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)