Equivalence of likelihood ratio tests and obliquity
This paper shows how in a normal population, when the mean holds restrictions given by a right cone, the likelihood ratio test (LRT) for testing a face of that cone is equivalent to another test which is also the LRT for testing the linear subspace associated to the above face against a right cone defined only by those restrictions taking part in the definition of the subspace. Obliqueness is introduced and the equivalence with strict acuteness of a cone is proved, becoming useful to explain the dominance or equivalence of the LRT for testing a face of a cone.
Year of publication: |
1992
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Authors: | Menéndez, J. A. ; Salvador, B. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 3, p. 223-228
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Publisher: |
Elsevier |
Keywords: | Restricted inference likelihood ratio test right and acute cone obliqueness |
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