{"title":"Uniformly more powerful tests for a subset of the components of a Normal Mean Vector","authors":"Yining Wang , Gang Li","doi":"10.1016/j.jspi.2023.106141","DOIUrl":null,"url":null,"abstract":"<div><p>A class of tests that are uniformly more powerful than the likelihood ratio test<span> is derived for testing the hypothesis about the means of a subset of the components of a multivariate normal distribution<span> with unknown covariance matrix, when the means of the other subset of the components are known.</span></span></p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0378375823001106","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
A class of tests that are uniformly more powerful than the likelihood ratio test is derived for testing the hypothesis about the means of a subset of the components of a multivariate normal distribution with unknown covariance matrix, when the means of the other subset of the components are known.
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