Testing multivariate one-sided hypotheses

被引：0

作者：

Li, G

Gao, X

Huang, MQ

机构：

[1] Organon Inc, W Orange, NJ 07052 USA

[2] Stand & Poors, New York, NY 10041 USA

[3] Merck & Co Inc, Rahway, NJ 07065 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 64卷 / 01期

关键词：

conditional distribution; consistency; likelihood ratio test;

D O I：

10.1016/S0167-7152(03)00131-7

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 modified likelihood ratio test (LRT) is derived for multivariate one-sided hypotheses by using the conditional distribution of the LRT statistic. This modified LRT is more powerful than the LRT and is also invariant and consistent. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：63 / 68

页数：6

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