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):

Report Date:

1987-09-01

Pagination or Media Count:

20.0

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 Rao1973 is shown to be admissible Bayes. Keywords Problem solving Test statistic.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE