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

top
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

top

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 -

NotesEmbed ?

top

You must be logged in to post comments.