Uniformly more powerful tests for hypotheses about linear inequalities when the variance is unknown
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Publication:2723509
DOI10.1090/S0002-9939-01-05824-5zbMath1047.62058OpenAlexW1506217076MaRDI QIDQ2723509
Michael P. McDermott, Yining Wang
Publication date: 5 July 2001
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-01-05824-5
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Cites Work
- Bioequivalence trials, intersection-union tests and equivalence confidence sets. With comments and a rejoinder by the authors
- Construction of uniformly more powerful tests for hypotheses about linear inequalities
- Uniformly more powerful, one-sided tests for hypotheses about linear inequalities
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- A MULTIVARIATE TEST WITH COMPOSITE HYPOTHESES DETERMINED BY LINEAR INEQUALITIES WHEN THE COVARIANCE MATRIX HAS AN UNKNOWN SCALE FACTOR
- A test of a multivariate normal mean with composite hypotheses determined by linear inequalities
- Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means
- A Characterization of the Gamma Distribution
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