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Monotonicity of the power function and unbiasedness of some likelihood ratio tests

โœ Scribed by Lanxiang Chen

Book ID
110591180
Publisher
Springer
Year
1989
Tongue
English
Weight
281 KB
Volume
36
Category
Article
ISSN
0026-1335

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In some cone-restricted testing problems, it is known that the power function of the likelihood ratio test has a certain monotonicity property with respect to the direction of the alternatives. In this paper, we establish a unified result concerning such directional monotonicity by using an argument

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We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix G decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.