A note on testing two-dimensional normal mean

  • Kentaro Nomakuchi
  • Toshio Sakata


For the problem of testing a composite hypothesis with one-sided alternatives of the mean vector of a two-dimensional normal distribution, a characterization of similar tests is presented and an unbiased test dominating the likelihood ratio test is proposed. A sufficient condition for admissibility is given, which implies the result given by Cohen et al. (1983,Studies in Econometrics, Time Series and Multivariate Statistics, Academic Press): the admissibility of the likelihood ratio test.

Key words and phrases

Composite hypothesis one-sided alternatives Schur-concave function unbiased test admissibility 


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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1987

Authors and Affiliations

  • Kentaro Nomakuchi
    • 1
    • 2
  • Toshio Sakata
    • 1
    • 2
  1. 1.Kyushu UniversityKyushuJapan
  2. 2.Kumamoto UniversityKumamotoJapan

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