Abstract
This chapter presents the hypothesis tests and optimality properties in discrete multivariate analysis. The level of the LRT test is obtained as a limit when one parameter is set equal to zero and all other parameters tend to +∞. Linear combinations of the ω's can be tested provided the coefficient vector of the linear combination contains both positive and negative elements. The chapter describes admissibility of tests for Poisson sampling. A chi-square test for independence in an r × s contingency table with multinomial sampling is admissible as it has convex acceptance sections. The chapter also discusses the admissibility of likelihood ratio, Pearson chi-square, and other tests.
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More From: Studies in Econometrics, Time Series, and Multivariate Statistics
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