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Properties of Bayes testing procedures in order restricted inference

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  • Cohen, Arthur
  • Sackrowitz, H. B.

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.

Suggested Citation

  • Cohen, Arthur & Sackrowitz, H. B., 2000. "Properties of Bayes testing procedures in order restricted inference," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 205-209, August.
    • Handle: RePEc:eee:stapro:v:49:y:2000:i:2:p:205-209
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    References listed on IDEAS

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    1. Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B., 2000. "Properties of Likelihood Inference for Order Restricted Models," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 50-77, January.
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