OPTIMAL TESTS FOR NO CONTAMINATION IN SYMMETRICAL MULTIVARIATE NORMALMIXTURES

Authors
Citation
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
ISSN journal
00203157
Volume
45
Issue
1
Year of publication
1993
Pages
137 - 146
Database
ISI
SICI code
0020-3157(1993)45:1<137:OTFNCI>2.0.ZU;2-M
Abstract
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.