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 |
|
|