Inadmissibility of some tests for order-restricted alternatives

Lee (1987) proposes four test statistics for testing homogeneity of multinomial parameters against an order-restricted alternative. We show that two of the four tests are often not monotone in some direction dictated by the ordered alternative. In such cases, oftentimes the tests based on these statistics are inadmissible. In fact, for the simple order alternative two of the four tests are inadmissible for most sample sizes and most test sizes.

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Year of publication:	1995
Authors:	Cohen, Arthur ; Sackrowitz, H. B.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 2, p. 153-156
Publisher:	Elsevier
Keywords:	Complete classes Cone order Monotone Projections Simple order Simple tree order Umbrella order

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254734