Properties of Bayes testing procedures in order restricted inference

Arthur Cohen, H. B. Sackrowitz

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Consider k-independent normal populations with unknown means. Test the null hypothesis that the vector of means lies in a linear subspace (For example, the null could be all parameters are equal.) The alternative is that the vector of means lies in a closed convex cone (but not a linear subspace) whose dual cone is orthogonal to the linear subspace. Cohen et al. (2000, J. Multivariate Anal. 72, 50-77) showed that for many such cones the likelihood ratio test lacked a practical monotonicity property. Its behavior in such cases may be cause for concern. In this paper, we show that many Bayes tests also lack the practical monotonicity property.

Original languageEnglish (US)
Pages (from-to)205-209
Number of pages5
JournalStatistics and Probability Letters
Volume49
Issue number2
DOIs
StatePublished - Aug 15 2000

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • 62F03
  • 62F15
  • Closed convex cone
  • Complete class
  • Cone order monotonicity
  • Likelihood ratio test

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