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.

引用

页数：7