Cone order association and stochastic cone ordering with applications to order-restricted testing
成果类型：
Article
署名作者：
Cohen, A; Sackrowitz, HB
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
2036-2048
关键词：
摘要：
Cohen, Sackrowitz and Samuel-Cahn introduced the notion of cone: order association and established a necessary and sufficient condition for a normal random vector to be cone order associated (COA). In this paper we provide the following: (1) a necessary and sufficient condition for a multinomial distribution to be COA when the cone is a pairwise contrast cone; (2) a relationship between COA and regular association; (5) a notion of stochastic cone ordering (SCO) of random vectors along with two preservation theorems indicating monotonicity properties of expectations as functions of parameters. and (4) applications to unbiasedness of tests and monotonicity of power functions of tests in cone order-restricted hypothesis-testing problems. In particular, the matrix order alternative hypothesis-testing problem is treated when the underlying distributions are independent Poisson or the joint distribution is multinomial.