Annals of Mathematical Statistics

Estimation and Testing for Differences in Magnitude or Displacement in the Mean Vectors of Two Multivariate Normal Populations

Charles H. Kraft, Ingram Olkin, and Constance van Eeden

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Abstract

This paper is concerned with the determination of whether two multivariate normal mean vectors differ by a multiplicative factor or by a multiplicative factor plus a displacement along a specified direction. These considerations arise, for example, in the evaluation of drugs, where two drugs affecting the same symptoms are considered equivalent if they can be made equal by a change in dosage. Maximum likelihood estimators and likelihood ratio tests for the relevant parameters are considered.

Article information

Source
Ann. Math. Statist., Volume 43, Number 2 (1972), 455-467.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177692626

Digital Object Identifier
doi:10.1214/aoms/1177692626

Mathematical Reviews number (MathSciNet)
MR301861

Zentralblatt MATH identifier
0238.62064

JSTOR
links.jstor.org

Citation

Kraft, Charles H.; Olkin, Ingram; van Eeden, Constance. Estimation and Testing for Differences in Magnitude or Displacement in the Mean Vectors of Two Multivariate Normal Populations. Ann. Math. Statist. 43 (1972), no. 2, 455--467. doi:10.1214/aoms/1177692626. https://projecteuclid.org/euclid.aoms/1177692626


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