G-Ordered Functions, with Applications in Statistics. II. Applications

This is Part II of a two-part paper which continues the unification of stochastic comparisons. Many commonly used multivariate densities are shown to be G-ordered and, in fact, each density may be used as the kernel function in the integral transform for the preservation of G-monotonicity. We show t...

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Hauptverfasser:	Conlon,J C, Leon,R, Proschan,F, Sethuraman,J
Format:	Report
Sprache:	eng
Schlagworte:	BOOLEAN ALGEBRA Borel sets CONVEX SETS FUNCTIONS(MATHEMATICS) Hypothesis testing INEQUALITIES KERNEL FUNCTIONS MULTIVARIATE ANALYSIS ORDER STATISTICS PE61102F Statistics and Probability STOCHASTIC PROCESSES WUAFOSR2304A5
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Zusammenfassung:	This is Part II of a two-part paper which continues the unification of stochastic comparisons. Many commonly used multivariate densities are shown to be G-ordered and, in fact, each density may be used as the kernel function in the integral transform for the preservation of G-monotonicity. We show that any elliptically-contoured density is G-ordered. An application of G-ordered functions to certain well known tests of a multivariate hypothesis is presented. Sufficient conditions on the distribution of the observations are determined so that the tests have G-monotone increasing power functions. See also Rept. no. FSU-STATISTICS-M432 dated Sep 77, AD-A046 584. Also available as ARO-TR-26.