Minimax Character of Hotelling's $T^2$ Test in the Simplest Case
Giri, N. ; Kiefer, J. ; Stein, C.
Ann. Math. Statist., Tome 34 (1963) no. 4, p. 1524-1535 / Harvested from Project Euclid
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In the first nontrivial case, dimension $p = 2$ and sample size $N = 3$, it is proved that Hotelling's $T^2$ test of level $\alpha$ maximizes, among all level $\alpha$ tests, the minimum power on each of the usual contours where the $T^2$ test has constant power. A corollary is that the $T^2$ test is most stringent of level $\alpha$ in this case.
Publié le : 1963-12-14
Classification:  
@article{1177703884,
     author = {Giri, N. and Kiefer, J. and Stein, C.},
     title = {Minimax Character of Hotelling's $T^2$ Test in the Simplest Case},
     journal = {Ann. Math. Statist.},
     volume = {34},
     number = {4},
     year = {1963},
     pages = { 1524-1535},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177703884}
}

Giri, N.; Kiefer, J.; Stein, C. Minimax Character of Hotelling's $T^2$ Test in the Simplest Case. Ann. Math. Statist., Tome 34 (1963) no. 4, pp.  1524-1535. http://gdmltest.u-ga.fr/item/1177703884/