On Measuring the Conformity of a Parameter Set to a Trend, with Applications

Abstract

Consider the hypothesis $H_1: \theta_1 \geq \theta_2 \geq \cdots \geq \theta_k$ regarding a collection, $\theta_1, \theta_2, \cdots, \theta_k$, of unknown parameters. It is clear that this trend is reflected in certain possible parameter sets more than in others. A quantification of this notion of conformity to a trend is studied. Applications of the resulting theory to several order restricted hypothesis tests are presented.