on the power function of the lrt against one-sided and two-sided alternatives in bivariate normal distribution
نویسندگان
چکیده
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 properties. we treat two cases, the case of one-sided alternatives restricted to some closed convex cone, and the case of two-sided alternatives restricted to a two-sided cone
منابع مشابه
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...
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عنوان ژورنال:
journal of sciences islamic republic of iranجلد ۷، شماره ۴، صفحات ۰-۰
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