Optimum Invariant Tests
Lehmann, E. L.
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 881-884 / Harvested from Project Euclid
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The standard (likelihood ratio) test of the general linear hypothesis has been shown to possess numerous different optimum properties. A brief survey of these was included in a recent paper by Kiefer [2]. In the present note it is shown that all of these, and in fact a wide class of optimum properties of which the above are special cases, are consequences of the fact that the test is uniformly most powerful invariant.
Publié le : 1959-12-14
Classification:  
@article{1177706073,
     author = {Lehmann, E. L.},
     title = {Optimum Invariant Tests},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 881-884},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706073}
}

Lehmann, E. L. Optimum Invariant Tests. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  881-884. http://gdmltest.u-ga.fr/item/1177706073/