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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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