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