The Admissibility of Hotelling's $T^2$-Test
Stein, Charles
Ann. Math. Statist., Tome 27 (1956) no. 4, p. 616-623 / Harvested from Project Euclid
In Section 3 we shall prove a theorem based on a method of A. Birnbaum [1] and E. Lehmann concerning the admissibility of certain tests of simple hypotheses in multivariate exponential families. In Section 4 we compute the supporting hyperplanes of the convex acceptance region in some of the most common applications of Hotelling's $T^2$-test and show that the theorem of Section 3 implies the admissibility of this test. In Section 5 we point out some of the limitations of the method of this paper.
Publié le : 1956-09-14
Classification: 
@article{1177728171,
     author = {Stein, Charles},
     title = {The Admissibility of Hotelling's $T^2$-Test},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 616-623},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728171}
}
Stein, Charles. The Admissibility of Hotelling's $T^2$-Test. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  616-623. http://gdmltest.u-ga.fr/item/1177728171/