Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147008 | Journal of Multivariate Analysis | 2008 | 11 Pages |
Abstract
If a one-sided test for a multivariate location parameter is inverted, the resulting confidence region may have an unpleasant shape. In particular, if the null and alternative hypothesis are both composite and complementary, the confidence region usually does not resemble the alternative parameter region in shape, but rather a reflected version of the null parameter region.We illustrate this effect and show one possibility of obtaining confidence regions for the location parameter that are smaller and have a more suitable shape for the type of problems investigated. This method is based on the closed testing principle applied to a family of nested hypotheses.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Michael Vock,