摘要
The authors consider the uniformly most powerful invariant test of the testing problems (Ⅰ) H 0: μ′Σ -1 μ≥CH 1: μ′Σ -1 μ<C and (Ⅱ) H 00 : β′X′Xβσ 2≥CH 11 : β′X′Xβσ 2<C under m dimensional normal population N m(μ, Σ) and normal linear model (Y, Xβ, σ 2) respectively. Furthermore, an application of the uniformly most powerful invariant test is given.
The authors consider the uniformly most powerful invariant test of the testing problems (Ⅰ) H 0: μ′Σ -1 μ≥CH 1: μ′Σ -1 μ<C and (Ⅱ) H 00 : β′X′Xβσ 2≥CH 11 : β′X′Xβσ 2<C under m dimensional normal population N m(μ, Σ) and normal linear model (Y, Xβ, σ 2) respectively. Furthermore, an application of the uniformly most powerful invariant test is given.
基金
TheNNSFofChina ( 1 0 0 71 0 1 1 )andNSFofHeilongjiangProvince (A971 0 ) .
