Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses of normal means

被引：1
作者：
Iwasa, M [1 ]
机构：
[1] Osaka Univ, Fac Engn Sci, Dept Math Sci, Toyonaka, Osaka 560, Japan
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1998年 / 66卷 / 02期
关键词：
probability inequality; cone ordering; cone restriction; likelihood ratio test; majorization; monotonicity of power functions; unimodality;
D O I：
10.1016/S0378-3758(97)00087-6
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：
In some cone-restricted testing problems, it is known that the power function of the likelihood ratio test has a certain monotonicity property with respect to the direction of the alternatives. In this paper, we establish a unified result concerning such directional monotonicity by using an argument based on a cone ordering and a related probability inequality. From this result, we show that the power function is unimodal in direction when the cone is suitably symmetric. (C) 1998 Elsevier Science B.V. All rights reserved.
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页码：223 / 233
页数：11
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