A test of a multivariate normal mean with composite hypotheses determined by linear inequalities

Shoichi Sasabuchi

研究成果: ジャーナルへの寄稿記事

97 引用 (Scopus)

抄録

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.

元の言語英語
ページ(範囲)429-439
ページ数11
ジャーナルBiometrika
67
発行部数2
DOI
出版物ステータス出版済み - 12 1 1980

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Composite Hypothesis
Polyhedral Cones
Multivariate Normal
Convex Cone
Cones
Linear Inequalities
One-sided test
Composite materials
Likelihood Ratio Test
Covariance matrix
Random variables
Null hypothesis
Interior
Random variable
testing
Ring
Geometry
Alternatives
Operator
Convex cone

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)

これを引用

A test of a multivariate normal mean with composite hypotheses determined by linear inequalities. / Sasabuchi, Shoichi.

:: Biometrika, 巻 67, 番号 2, 01.12.1980, p. 429-439.

研究成果: ジャーナルへの寄稿記事

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