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December, 1959 Optimum Invariant Tests
E. L. Lehmann
Ann. Math. Statist. 30(4): 881-884 (December, 1959). DOI: 10.1214/aoms/1177706073


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.


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E. L. Lehmann. "Optimum Invariant Tests." Ann. Math. Statist. 30 (4) 881 - 884, December, 1959.


Published: December, 1959
First available in Project Euclid: 27 April 2007

zbMATH: 0092.36204
MathSciNet: MR113254
Digital Object Identifier: 10.1214/aoms/1177706073

Rights: Copyright © 1959 Institute of Mathematical Statistics

Vol.30 • No. 4 • December, 1959
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