Abstract

ABSTRACTMulti-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many effective statistical methods in the literature for normal data, and that they can easily be used to test hypotheses regarding parameter values permitting asymptotically normal estimators. We find that the classical likelihood ratio test is unsatisfactory, because to control the size, it must cope with the least favorable distributions at the cost of power. In this article, we find a novel way to slightly ease the size control, obtaining a much more powerful test. Simulation confirms that the new test retains good control of the Type I error and is markedly more powerful than the likelihood ratio test as well as many competitors based on normal data. The new method performs well in the context of monitoring multiple quality indices.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.