This article is cited in 8 papers

On the construction of majorizing tests

A. V. Bernštein

Moscow

Abstract: We describe a method which permits to construct the test majorizing the given one when the latter doesn't belong to a complete class. For the hypothesis testing problem on the mean of the multidimensional normal distribution we prove some theorems which permit to construct the majorizing test from a complete class when the vector of means belongs to a polyhedral convex cone.

Received: 20.07.1978

 English version: Theory of Probability and its Applications, 1980, 25:1, 16–26

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