ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus,...

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Bibliographic Details
Format: Article
Language:English
Published: University of Tehran 1996-12-01
Series:Journal of Sciences, Islamic Republic of Iran
Online Access:https://jsciences.ut.ac.ir/article_31136_3127bd4388edcb3d2ef009a0af36cb17.pdf
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