on the power function of the lrt against one-sided and two-sided alternatives in bivariate normal distribution
Authors
abstract
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
similar resources
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...
full texttwo- 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...
full textComparison 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 ...
full textRelationship between one-sided and two-sided Green’s function representations
The Green’s function, defined as the response recorded at the acquisition surface for a source located in the interior of the subsurface, is a combination of the downgoing and upgoing wave fields needed to reconstruct an image of the discontinuities inside the earth. Two-sided Green’s function representations require measurement on the full boundary enclosing the domain of interest and allow us...
full textOn one-sided versus two-sided classification
One-sided classiiers are computable devices which read the characteristic function of a set and output a sequence of guesses which converges to 1 ii the set on the input belongs to the given class. Such a classiier is two-sided if the sequence of its output in addition converges to 0 on sets not belonging to the class. The present work obtains the below mentioned results for one-sided classes (...
full textOn the General Class of Two - Sided Power Distribution
Van Dorp and Kotz (2003) introduced a general class of two-sided power distribution. We provide several examples of this distribution by considering a non negative, non decreasing differentiable function g on 0 1 satisfying g 1 − g 0 = 1. For the considered distributions the maximum likelihood estimation and moment estimation of parameters are obtained. Moments, moment generating functions, and...
full textMy Resources
Save resource for easier access later
Journal title:
journal of sciences islamic republic of iranجلد ۷، شماره ۴، صفحات ۰-۰
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023