Admissible Bayes Tests for Structural Relationship.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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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 Rao1973 is shown to be admissible Bayes. Keywords Problem solving Test statistic.
- Statistics and Probability