ANOMALIES OF THE LIKELIHOOD RATIO TEST FOR TESTING RESTRICTED HYPOTHESES

被引：16
|
作者：
MENENDEZ, JA
SALVADOR, B
机构：
来源：
ANNALS OF STATISTICS | 1991年 / 19卷 / 02期
关键词：
D O I：
10.1214/aos/1176348126
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：
The first anomaly in the L.R.T. for testing restricted hypotheses was observed by Warrack and Robertson. They found the L.R.T. for testing an order restriction in a normal model to be dominated by a different test. In this paper we deal with a more general situation in which the L.R.T. for testing a face of an acute cone is dominated by a different test that does not take into account some of the information in the model.
引用
收藏
页码：889 / 898
页数：10
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