A MULTIVARIATE NORMAL TEST WITH TWO-SIDED ALTERNATIVE

Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis

 This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...

A Multivariate Test For Similarity of Two

A multivariate test of size α for assessing the similarity of two dissolution profiles is proposed. The inferential procedure is developed using the approach for the common mean problem in a multivariate setup due to Halperin (15). The performance of the proposed method is compared with Intersection Union Test as well as criterion recommended by the FDA through a simulation study. All the metho...

ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus, it is shown that the power function of the LRT satisfies certain monotonicity and symmetry p...

Screening for a Multivariate Mixture Normal Distribution

two- sided power distribution

In this paper, a new family of distributions with many applications in financial engineering have been introduced. This distribution contains important statistical distributions such as the triangular, exponential and uniform distribution. Initially considered a special case of this distribution And then survey The important features of it. How to calculate maximum likelihood estimates are pres...