NEW WEIGHTED SUM OF X(2) TEST FOR TESTING A LINEAR-HYPOTHESIS AGAINST A RESTRICTED ALTERNATIVE HYPOTHESIS

被引：0

作者：

TSUBAKI, M

机构：

[1] Department of Communication and Systems, The University of Electro-Communications, 1-5-1 Chofugaoka, Chofu-shi

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1995年 / 24卷 / 04期

关键词：

ABELSON-TUKEY SCORE; BAYES REST; ORDERED ALTERNATIVE; DESIGN OF PRIOR DISTRIBUTION;

D O I：

10.1080/03610919508813289

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：

For a statistical test problem against a restricted alternative hypothesis, the author proposes a new weighted sum of the chi(2) test using eigenvectors and eigenvalues of the variance and covariance matrix xi G of mean vector gamma of multivariate random variable Y for the variance and covariance matrix Omega of Y. It is proved that the proposed test is the Bayes test. Powers of the proposed test are compared with those of other tests.

引用

页码：987 / 1004

页数：18

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