ANOMALIES OF THE LIKELIHOOD RATIO TEST FOR TESTING RESTRICTED HYPOTHESES

成果类型:
Article
署名作者:
MENENDEZ, JA; SALVADOR, B
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176348126
发表日期:
1991
页码:
889-898
关键词:
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.