Uniformly more powerful tests for a subset of the components of a Normal Mean Vector

被引：0
作者：
Wang, Yining [1 ]
Li, Gang [2 ]
机构：
[1] Janssen Res & Dev LLC, Raritan, NJ 08869 USA
[2] Eisai Inc, Nutley, NJ 07110 USA
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2024年 / 231卷
关键词：
Uniformly more powerful; Likelihood ratio test; HYPOTHESES;
D O I：
10.1016/j.jspi.2023.106141
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A class of tests that are uniformly more powerful than the likelihood ratio test is derived for testing the hypothesis about the means of a subset of the components of a multivariate normal distribution with unknown covariance matrix, when the means of the other subset of the components are known.
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页数：7
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