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December, 1992 Dominance of Likelihood Ratio Tests under Cone Constraints
J. A. Menendez, C. Rueda, B. Salvador
Ann. Statist. 20(4): 2087-2099 (December, 1992). DOI: 10.1214/aos/1176348904


It is well known that anomalies are sometimes observed when using the likelihood ratio test (LRT) for testing restricted hypotheses in a normal model. This paper considers a general framework for these anomalies to occur. We provide a condition, that relates the null and the alternative hypotheses, under which the dominance of the LRT is obtained. Conditions are also given which guarantee the equivalence between the LRT and a simpler test. The situations of known and unknown variances are considered and examples are given to illustrate the results.


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J. A. Menendez. C. Rueda. B. Salvador. "Dominance of Likelihood Ratio Tests under Cone Constraints." Ann. Statist. 20 (4) 2087 - 2099, December, 1992.


Published: December, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0774.62057
MathSciNet: MR1193327
Digital Object Identifier: 10.1214/aos/1176348904

Primary: 62F03
Secondary: 62H15

Rights: Copyright © 1992 Institute of Mathematical Statistics


Vol.20 • No. 4 • December, 1992
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