Likelihood Ratio Test for the Equality of Two Order Restricted Normal Mean Vectors

  • Jeon Hyojin (Shinhan Research Institute) ;
  • Choi Sungsub (Department of Mathematics, Pohang University of Science & Technology)
  • Published : 2000.11.01

Abstract

In the study of the isotonic regression problem, several procedures for testing the homogeneity of a normal mean vector versus order restricted alternatives have been proposed since Barlow's trial(1972). In this paper, we consider the problem of testing the equality of two order restricted normal mean vectors based on the likelihood ratio principle.

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