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Resumen de Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones

José A. Menéndez Árbol académico

  • This paper shows the statistics that define the likelihood ratio tests about the mean of a k-dimensional normal population, when the hypotheses to test are H0: ? = 0; H0*: ? Î tf; H1: ? Î t; H2: ? Î Rk, being t a closed and poliedric convex cone in Rk, and tf the minima dimension face in t.

    It is proved that the obtained statistics distributions are certain combinations of chi-squared distributions, when ? = 0.

    At last, it is proved that the power functions of the tests satisfy some desirable properties.


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