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  • 标题:Multiple Decision Problem on Signs of Mean Vector in Three-Variate Normal Case
  • 本地全文:下载
  • 作者:Hirosuke Maihara
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2007
  • 卷号:37
  • 期号:1
  • 页码:29-52
  • DOI:10.14490/jjss.37.29
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:

    Testing procedures can be considered decision procedures, and there exists the problem of how to deal with observed values of test statistics which fall in a neighborhood of the critical values. On the other hand, in the framework of the multiple decision problem, even if an incorrect decision is made, it may still be close to the correct decision, and may not exhibit the degree of error that would result from making decisions completely contrary to the truth. While testing procedures are conservative only in respect of rejection of the null hypothesis, multiple decision procedures are more conservative. In this paper we discuss the multiple decision problem on the signs of the components of the three-variate normal mean vector based on Takeuchi (1973), and study the behavior of multiple decision procedures by simulation.

  • 关键词:likelihood ratio test; multiple decision procedure; testing procedure; three-variate normal distribution
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