Stochastic monotonicity of a distribution family associated with matrix projections and its application

Xiaomi Hu and Yufei Wang

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 11, 3694-3704

Abstract: This article defines a distribution family based on the distribution of a random variable associated with the projections of a normally distributed random matrix with unknown mean onto a linear space and onto a closed convex cone. The stochastic monotonicity property of the distributions in the family is established. This property finds the application in the proving the unbiasedness of a likelihood ratio test in a multivariate order restricted model.

Date: 2022
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DOI: 10.1080/03610926.2020.1801734

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