A. Sengupta et C. Pal, OPTIMAL TESTS FOR NO CONTAMINATION IN SYMMETRICAL MULTIVARIATE NORMALMIXTURES, Annals of the Institute of Statistical Mathematics, 45(1), 1993, pp. 137-146
Citations number
26
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
SenGupta and Pal (1991, J. Statist. Plann. Inference, 29, 145-155) hav
e recently obtained the locally optimal test for zero intraclass corre
lation coefficient in symmetric multivariate normal mixtures, with kno
wn mixing proportion, for the case when the common mean, m, and the co
mmon variance, sigma2, are known. Here, we establish that even under t
he general situation, when some or none of m and sigma2 are known, sim
ple optimal tests can be derived, which are locally most powerful simi
lar, whose exact cut-off points are already available and which retain
all the previous optimality properties, e.g. unbiasedness, monotonici
ty and consistency. Some power tables are presented to demonstrate the
favorable performances of these tests.