Equivalence of likelihood ratio tests and obliquity

J. A. Menéndez and B. Salvador

Statistics & Probability Letters, 1992, vol. 14, issue 3, 223-228

Abstract: This paper shows how in a normal population, when the mean holds restrictions given by a right cone, the likelihood ratio test (LRT) for testing a face of that cone is equivalent to another test which is also the LRT for testing the linear subspace associated to the above face against a right cone defined only by those restrictions taking part in the definition of the subspace. Obliqueness is introduced and the equivalence with strict acuteness of a cone is proved, becoming useful to explain the dominance or equivalence of the LRT for testing a face of a cone.

Keywords: Restricted; inference; likelihood; ratio; test; right; and; acute; cone; obliqueness (search for similar items in EconPapers)
Date: 1992
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