1 — α Equivariant Confidence Rules for Convex Alternatives are α/2–Level Tests—With Applications to the Multivariate Assessment of Bioequivalence
作者:
Axel Munk,
Rafael Pflüger,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1999)
卷期:
Volume 94,
issue 448
页码: 1311-1319
ISSN:0162-1459
年代: 1999
DOI:10.1080/01621459.1999.10473883
出版商: Taylor & Francis Group
关键词: Confidence inclusion rules;Convex hypotheses;Equivalence;Equivariance;Hotelling'sT2test;Multivariate bioequivalence.
数据来源: Taylor
摘要:
In general, a 1 — α confidence regionC(X)for a parameter θ ∈ Θ yields a test at level a forH: θ ∈ ΘHversusK: θ ∈ ΘCHwhenever we reject if C(X) ∪ ΘH= θ. We show under certain equivariance properties ofC(X)that for the case of convex alternatives, ΘCH, the level of the resulting test is in fact α/2. This extends recent findings for hyperrectangular alternatives as they occur in the multivariate bioequivalence problem. Furthermore, we apply the suggested test to ellipsoid-type alternatives instead of hyperrectangulars in the multivariate bioequivalence problem and to a problem occurring in neurophysiology. Finally, we compare our test numerically with existing methods.
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