Likelihood ratio tests about the mean of normal populations subjected to constraints.

José Antonio Menéndez Fernández

Trabajos de Estadística e Investigación Operativa (1984)

  • Volume: 35, Issue: 3, page 305-318
  • ISSN: 0041-0241

Abstract

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This paper shows the statistics that define the likelihood ratio tests about the mean of a k-dimensional normal population, when the hypotheses to test are H0: θ = 0; H0*: θ ∈ τφ; H1: θ ∈ τ; H2: θ ∈ Rk, being τ a closed and poliedric convex cone in Rk, and τφ the minima dimension face in τ.It is proved that the obtained statistics distributions are certain combinations of chi-squared distributions, when θ = 0.At last, it is proved that the power functions of the tests satisfy some desirable properties.

How to cite

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Menéndez Fernández, José Antonio. "Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones.." Trabajos de Estadística e Investigación Operativa 35.3 (1984): 305-318. <http://eudml.org/doc/40781>.

@article{MenéndezFernández1984,
author = {Menéndez Fernández, José Antonio},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Test de la razón de verosimilitud; Media poblacional; Restricción; likelihood ratio tests; mean; normal population; polyhedric convex cone; combinations of chi-squared distributions; power functions},
language = {spa},
number = {3},
pages = {305-318},
title = {Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones.},
url = {http://eudml.org/doc/40781},
volume = {35},
year = {1984},
}

TY - JOUR
AU - Menéndez Fernández, José Antonio
TI - Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1984
VL - 35
IS - 3
SP - 305
EP - 318
LA - spa
KW - Test de la razón de verosimilitud; Media poblacional; Restricción; likelihood ratio tests; mean; normal population; polyhedric convex cone; combinations of chi-squared distributions; power functions
UR - http://eudml.org/doc/40781
ER -

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