Projected Tests for Order Restricted Alternatives
Cohen, Arthur ; Kemperman, J. H. B. ; Sackrowitz, H. B.
Ann. Statist., Tome 22 (1994) no. 1, p. 1539-1546 / Harvested from Project Euclid
Consider the model where $X_{ij}, i = 1, 2, \ldots, k, j = 1, 2, \ldots, n,$ are independent random variables distributed according to a one-parameter exponential family, with natural parameter $\theta_j$. We test $H_0: \theta_1 = \ldots = \theta_k$ versus $H_1: \theta \in \mathscr{C} - \{\theta: \theta \in H_0\},$ where $\theta = (\theta_1, \ldots, \theta_k)'$ and $\mathscr{C}$ is a cone determined by $A\theta \geq 0,$ where the rows of $A$ are contrasts with two nonzero elements. We offer a method of generating "good" tests for $H_0$ versus $H_1$. The method is to take a "good" test for $H_0$ versus $H_2:$ not $H_0,$ and apply the test to projected sample points, where the projection is onto $\mathscr{C}$. "Good" tests for $H_0$ versus $H_2$ are tests that are Schur convex. "Good" tests for $H_0$ versus $H_1$ are tests which are monotone with respect to a cone order. We demonstrate that if the test function for $H_0$ versus $H_2$ is a constant size Schur convex test, then the resulting projected test is monotone.
Publié le : 1994-09-14
Classification:  Unbiased tests,  complete class,  admissible tests,  cone alternatives,  simple order,  tree order,  umbrella order,  Schur convexity,  majorization,  62F03,  62C07
@article{1176325641,
     author = {Cohen, Arthur and Kemperman, J. H. B. and Sackrowitz, H. B.},
     title = {Projected Tests for Order Restricted Alternatives},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 1539-1546},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325641}
}
Cohen, Arthur; Kemperman, J. H. B.; Sackrowitz, H. B. Projected Tests for Order Restricted Alternatives. Ann. Statist., Tome 22 (1994) no. 1, pp.  1539-1546. http://gdmltest.u-ga.fr/item/1176325641/