12. Inversion of the two-sample test based on (12) leads to confidence ellipsoids for the vector (WI

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12. Inversion of the two-sample test based on (12) leads to confidence ellipsoids for the vector (WI - ~p I, .. . , ~~2) - ~~l I) which are uniformly most accurate equivariant under the groups G1-G3 of Section 2.

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Testing Statistical Hypotheses

ISBN: 9780387949192

2nd Edition

Authors: E. L. Lehmann

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Question Posted: Nov 02, 2024 06:01 AM

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11. The two-sample test based on (12) is robust against heterogeneity of covariances as nl and n2 -> 00 when nl/n2 -> 1, but not in general.
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12. Inversion of the two-sample test based on (12) leads to confidence ellipsoids for the vector (WI

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Testing Statistical Hypotheses

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