On the Inadmissibility of Step-down Procedures for the Hotelling
نویسندگان
چکیده
Step-down testing procedures for the Hotelling T2 problem are considered. We show that the step-down procedure proposed by S.N. Roy, R.E. Bargmann, and J. Roy is inadmissibleamonginvariantprocedures (for a suitable invariance group) in many situatiqns, includiItgallthosefor which more than two steps are contemplated. We also show that in most cases, the power of the step-down procedure decreases in one of the noncentrality parameters over part of the parameter space. Finally, several alternative admissible step-down procedures are proposed. ON THE INADMISSIBILITY OF STEP-DOWN PROCEDURES FOR THE HOTELLING PROBLEM
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