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.
On the existence of tests uniformly more powerful than the likelihood ratio test
β Scribed by Wei Liu
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 547 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract In this article we give a simple procedure to determine the exact distribution of the likelihood ratio test of a statistical hypothesis regarding the parameter of the uniform distribution. The resulting distribution will be shown to serve as an approximation to the distribution of the l
## Abstract A design procedure for detecting additive changes in a stateβspace model is proposed. Since the mean of the observations after the change is unknown, detection algorithms based on the generalized likelihood ratio test, GLR, and on windowβlimited type GLR, are considered. As Lai (1995) p
There was an error in Hansen (1992). I am very grateful to James Hamilton for pointing out the error. Equations ( 2) and (3) in the original read where Q ( a ) is a mean zero Gaussian process with covariance function K(ai, a21 = E(q;(ai)~i(ad). While equation ( 2) is correct, (3) is not. Instead,