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Admissibility of Invariant Tests for Means with Covariates
Mathematical Methods of Statistics ( IF 0.8 ) Pub Date : 2020-01-24 , DOI: 10.3103/s106653071904001x
Ming-Tien Tsai

For a multinormal distribution with a p-dimensional mean vector θ and an arbitrary unknown dispersion matrix Σ, Rao ([8], [9]) proposed two tests for the problem of testing H0: θ1 = 0, θ2 = 0, Σ unspecified, versus H1: θ10, θ2 = 0, Σ unspecified. These tests are known as Rao’s W-test and Rao’s U-test, respectively. In this paper, it is shown that Rao’s U-test is admissible while Hotelling’s T2-test is inadmissible.



中文翻译:

协变量均值的不变检验的可接受性

对于具有p维均值向量θ和任意未知离散矩阵Σ的多重正态分布,Rao([8],[9])针对测试H 0的问题提出了两种测试:θ 1 = 0θ 2 = 0Σ未指定,相对于H 1θ 10θ 2 = 0Σ未指定。这些检验分别称为 Rao 的W检验和 Rao 的U检验。本文证明Rao 的U检验是可接受的,而Hotelling 的T 2检验是不可接受的。

更新日期:2020-01-24
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