抄録
For a statistical test problem against a restricted alternative hypothesis, the author proposes a new weighted sum of the x2 test using eigenvectors and eigenvalues of the variance and covariance matrix G of mean vector y of multivariate random variable Y for the variance and covariance matrix Q of Y. It is proved that the proposed test is the Bayes test. Powers of the proposed test are compared with those of other tests.
| 本文言語 | English |
|---|---|
| ページ（範囲） | 987-1004 |
| ページ数 | 18 |
| ジャーナル | Communications in Statistics Part B: Simulation and Computation |
| 巻 | 24 |
| 号 | 4 |
| DOI | |
| 出版ステータス | Published - 1995 |