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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| creator | Conlon,J C Leon,R Proschan,F Sethuraman,J |
| description | 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. |
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| source | DTIC Technical Reports |
| subjects | BOOLEAN ALGEBRA Borel sets CONVEX SETS FUNCTIONS(MATHEMATICS) Hypothesis testing INEQUALITIES KERNEL FUNCTIONS MULTIVARIATE ANALYSIS ORDER STATISTICS PE61102F Statistics and Probability STOCHASTIC PROCESSES WUAFOSR2304A5 |
| title | G-Ordered Functions, with Applications in Statistics. II. Applications |
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