Testing Multiparameter Hypotheses
Lehmann, E. L.
Ann. Math. Statist., Tome 23 (1952) no. 4, p. 541-552 / Harvested from Project Euclid
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Let the distribution of some random variables depend on real parameters $\theta_1, \cdots, \theta_s$ and consider the hypothesis $H: \theta_i \leqq \theta^\ast_i, i = 1, \cdots, s.$ It is shown under certain regularity assumptions that unbiased tests of $H$ do not exist. Tests of minimum bias and other types of minimax tests are derived under suitable monotonicity conditions. Certain related multidecision problems are discussed and two-sided hypotheses are considered very briefly.
Publié le : 1952-12-14
Classification:  
@article{1177729333,
     author = {Lehmann, E. L.},
     title = {Testing Multiparameter Hypotheses},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 541-552},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729333}
}

Lehmann, E. L. Testing Multiparameter Hypotheses. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  541-552. http://gdmltest.u-ga.fr/item/1177729333/