Abstract
The standard (likelihood ratio) test of the general linear hypothesis has been shown to possess numerous different optimum properties. A brief survey of these was included in a recent paper by Kiefer [2]. In the present note it is shown that all of these, and in fact a wide class of optimum properties of which the above are special cases, are consequences of the fact that the test is uniformly most powerful invariant.
Citation
E. L. Lehmann. "Optimum Invariant Tests." Ann. Math. Statist. 30 (4) 881 - 884, December, 1959. https://doi.org/10.1214/aoms/1177706073
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