Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1894827 | Journal of Geometry and Physics | 2013 | 9 Pages |
Abstract
In this paper we consider two statistical hypotheses for the families of Wishart type distributions. These distributions are analogs of the Wishart distributions defined and parametrized over a Lorentz cone. We test these hypotheses by means of maximal invariant statistics which are explicitly derived in the paper. The testing problems, respectively, concern the hypothesis that parameters are in a sub-Lorentz-cone and the hypothesis that two observations have the same parameter.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Emanuel Ben-David,