On the construction of majorizing tests
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 18-29
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We describe a method which permits to construct the test majorizing the given one
when the latter doesn't belong to a complete class. For the hypothesis testing problem on
the mean of the multidimensional normal distribution we prove some theorems which
permit to construct the majorizing test from a complete class when the vector of means
belongs to a polyhedral convex cone.
@article{TVP_1980_25_1_a1,
author = {A. V. Bern\v{s}tein},
title = {On the construction of majorizing tests},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {18--29},
publisher = {mathdoc},
volume = {25},
number = {1},
year = {1980},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a1/}
}
A. V. Bernštein. On the construction of majorizing tests. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 18-29. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a1/