Uniformly More Powerful Tests for Hypotheses concerning Linear Inequalities and Normal Means
作者:
RogerL. Berger,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1989)
卷期:
Volume 84,
issue 405
页码: 192-199
ISSN:0162-1459
年代: 1989
DOI:10.1080/01621459.1989.10478755
出版商: Taylor & Francis Group
关键词: Likelihood ratio test;Majorization;Polyhedral cone;Qualitative interaction
数据来源: Taylor
摘要:
This article considers some hypothesis-testing problems regarding normal means. In these problems, the hypotheses are defined by linear inequalities on the means. We show that in certain problems the likelihood ratio test (LRT) is not very powerful. We describe a test that has the same size, α, as the LRT and is uniformly more powerful. The test is easily implemented, since its critical values are standard normal percentiles. The increase in power with the new test can be substantial. For example, the new test's power is 1/2α times bigger (10 times bigger for α = .05) than the LRT's power for some parameter points in a simple example.
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