کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150206 | 957917 | 2007 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On testing a class of restricted hypotheses
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The aim of this paper is to provide the asymptotic distribution function, under the null and the alternative hypothesis, of statistics based on the likelihood, when the parameter space is restricted by a cone C such that DC is a spherical cone or the polyhedral cone {tâRN+1:t1⩾0,â¦,tN+1⩾0} where D is a fixed known positive definite matrix. The results obtained ensure the calculation of threshold and power of such restricted tests. Our study is not limited to i.i.d. observations. Numerical calculations show that the likelihood ratio test restricted by a cone C1âC2 is uniformly more powerful than the likelihood ratio test restricted by C2 on all the alternatives that belong to C1. Particularly, a restricted test is uniformly more powerful than a non-restricted one on all the restricted alternatives.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 4, 1 April 2007, Pages 1343-1361
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 4, 1 April 2007, Pages 1343-1361
نویسندگان
Céline Delmas, Jean-Louis Foulley,