Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses
The first anomaly in the L.R.T. for testing restricted hypotheses was observed by Warrack and Robertson. They found the L.R.T. for testing an order restriction in a normal model to be dominated by a different test. In this paper we deal with a more general situation in which the L. R. T. for testing a face of an acute cone is dominated by a different test that does not take into account some of the information in the model.
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176348126
Digital Object Identifier: doi:10.1214/aos/1176348126
Mathematical Reviews number (MathSciNet): MR1105850
Zentralblatt MATH identifier: 0734.62058