Admissible Bayes Tests for Structural Relationship.

Abstract

It is an open problem to construct a test for structural relationship among the mean vectors of several multivariate normal populations with known but unequal covariance matrices. In this paper, a class of admissible Bayes tests for the above problem is derived. As a byproduct, in the special case of known and equal covariance matrices, the likelihood ratio test of Rao(1973) is shown to be admissible Bayes. Keywords: Problem solving; Test statistic.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA190326

Entities

People

  • Bimal K. Sinha
  • Wei-hsiung Shen

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Covariance
  • Data Science
  • Governments
  • Hypotheses
  • Information Science
  • Maryland
  • Multivariate Analysis
  • National Governments
  • New York
  • Scientific Research
  • Statistical Samples
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.