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学術誌査読

    159 被引用数 (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.

    本文言語英語
    ページ(範囲)429-439
    ページ数11
    ジャーナルBiometrika
    67
    2
    DOI
    出版ステータス出版済み - 12月 1 1980

    !!!All Science Journal Classification (ASJC) codes

    • 統計学、確率および不確実性
    • 応用数学
    • 数学 (全般)
    • 統計学および確率
    • 農業および生物科学(その他)
    • 農業および生物科学(全般)

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