Likelihood Ratio Tests for Interval Hypotheses with Applications
Junyong Park,
Bimal Sinha,
Arvind Shah,
Dihua Xu and
Jianxin Lin
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 11, 2351-2370
Abstract:
In this article, we derive the likelihood ratio tests (LRTs) for simultaneously testing interval hypotheses for normal means with known and unknown variances, and also with unknown but equal variance. Special cases when the interval hypotheses boil down to a point hypothesis are also discussed. Remarks regarding comparison of the LRT with tests based on combination of p-values are made, and several applications based on real data are mentioned.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2351-2370
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DOI: 10.1080/03610926.2013.781639
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