DOMINANCE OF LIKELIHOOD RATIO TESTS UNDER CONE CONSTRAINTS

• 成果类型: Article
• 署名作者: MENENDEZ, JA; RUEDA, C; SALVADOR, B
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348904
• 发表日期: 1992
• 页码: 2087-2099
• 关键词: restricted hypotheses; linear inequalities

摘要

It is well known that anomalies are sometimes observed when using the likelihood ratio test (LRT) for testing restricted hypotheses in a normal model. This paper considers a general framework for these anomalies to occur. We provide a condition, that relates the null and the alternative hypotheses, under which the dominance of the LRT is obtained. Conditions are also given which guarantee the equivalence between the LRT and a simpler test. The situations of known and unknown variances are considered and examples are given to illustrate the results.