Article ID Journal Published Year Pages File Type
9507225 Applied Mathematics and Computation 2005 6 Pages PDF
Abstract
In this paper we derive the LRT for testing a simple hypothesis about the natural parameter of a multivariate exponential family versus two sided alternatives. Moreover, we utilize the results of [Ann. Math. Stat. 27 (1956) 616, 41 (1970) 1884] to show that the LRT is admissible in the sense of Wald.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
The admissibility of the LRT for the exponential family model
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