A maximin test for means

Yves Lepage

Statistica Neerlandica, 1973, vol. 27, issue 1, 55-57

Abstract: Summary Let X be a normal vector with mean μ and known covariance matrix. This note is concerned with the problem of showing that the test based on X‐1X is maximin most powerful for μ= 0 versus μ belongs to a given ellipsoid and uniformly most powerful for μ= 0 versus μ belongs to a family of ellipsoids.

Date: 1973
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https://doi.org/10.1111/j.1467-9574.1973.tb00208.x

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