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Title
Likelihood Ratio Test for Order Restrictions against all Alternatives in Multivariate Normal Distribution
Type Article
Keywords
Not Record
Abstract
The problem of testing the isotonic of several p -variate normal mean vectors against all alternatives is considered. This is a multivariate extension of Robertson and Wegrnan (1978). In the present paper, two cases are considered. First, it is assumed that the covariance matices are known and second that they have an unknown scale factor. For both cases, we propose the test statistic, critical values and estimate the power of tests. The p -values are obtained by simulation study
Researchers Abouzar Bazyari (First researcher) ,