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.
โฆ LIBER โฆ
On the power superiority of likelihood ratio tests for restricted alternatives
โ Scribed by Mingtan Tsai
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 440 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0047-259X
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## 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
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