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Admissible tests for the mean with additional information
Authors:S. Dahel
Affiliation:Department of Applied Mathematics , Technical University of Nova Scotia , Halifax, Nova Scotia, B3J 2X4
Abstract:Let X be a po-normal random vector with unknown µ and unknown covariance matrix ∑ and let X be partitioned as X = (X (1), …, X (r))′ where X(j)is a subvector of X with dimension pjsuch that ∑r j=1Pj = P0. Some admissible tests are derived for testing H0: μ = 0 versus H1: μ ¦0 based on a sample drawn from the whole vector X of dimension p and r additional samples drawn from X(1), X(2), …, X(r) respectively, All (r+1) samples are assumed to be independent. The distribution of some of the tests' statistics involved are also derived.
Keywords:prior distribution  Multinormal distribution  Bayes test  Hotelling's T2
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