On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions

  • N. C. Giri
Chapter
Part of the Theory and Decision Library book series (TDLB, volume 5)

Abstract

Let be a n × p random matrix (n > p) with probability density function
$$ f_X (x) = \left| \sum \right|^{ - n/2} q(tr\sum ^{ - 1} (x - e\mu \prime )\prime (x - e\mu \prime )) $$
(1)
with x ∈ X = {x = (xij)|rank of x = p}, µ = (µ1,...,µp)' ∈ Rp, e = (1,...,1)', n × 1 and ∑ > 0 (p × p positive definite matrix).

Keywords

Multiplicative Group Invariant Test Rejection Region Nonsingular Matrice Lower Triangular Matrice 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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References

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Copyright information

© Springer Science+Business Media Dordrecht 1987

Authors and Affiliations

  • N. C. Giri
    • 1
  1. 1.Department of Mathematics and StatisticsUniversité de MontrealMontrealCanada

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