ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

H. Al-Rawwash

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ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

机译：关于二项正态分布中单边和两边替代项的轻铁的功率函数

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This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus, it is shown that the power function of the LRT satisfies certain monotonicity and symmetry properties. We treat two cases, the case of one-sided alternatives restricted to some closed convex cone, and the case of two-sided alternatives restricted to a two-sided cone.

机译：本文解决了检验关于带有约束协方差矩阵且具有恒等协方差矩阵的二元正态分布均值的简单假设的问题。推导了针对此类假设的LRT及其功效函数。此外，通过一些基本演算，它表明LRT的幂函数满足某些单调性和对称性。我们处理两种情况，一种是单侧替代品仅限于某个封闭凸锥的情况，另一种是两侧替代品仅限于两侧锥的情况。

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来源
《Journal of Sciences》 |1996年第4期|p.266-272|共7页
作者
H. Al-Rawwash;
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作者单位

Department of Statistics, Yarmouk University, Irbid, Jordan;

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原文格式 PDF
正文语种 eng
中图分类自然科学总论;
关键词
cones; likelihood ratio test; power function;

机译：锥;似然比检验;幂函数;

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ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

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