Accession Number : ADA190326
Title : Admissible Bayes Tests for Structural Relationship.
Descriptive Note : Technical rept.,
Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
Personal Author(s) : Shen, Wei-Hsiung ; Sinha, Bimal K
PDF Url : ADA190326
Report Date : Sep 1987
Pagination or Media Count : 20
Abstract : It is an open problem to construct a test for structural relationship among the mean vectors of several multivariate normal populations with known but unequal covariance matrices. In this paper, a class of admissible Bayes tests for the above problem is derived. As a byproduct, in the special case of known and equal covariance matrices, the likelihood ratio test of Rao(1973) is shown to be admissible Bayes. Keywords: Problem solving; Test statistic.
Descriptors : *STATISTICAL TESTS, *BAYES THEOREM, COVARIANCE, MATRICES(MATHEMATICS), MULTIVARIATE ANALYSIS, PROBLEM SOLVING, POPULATION(MATHEMATICS), CONSTRUCTION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE