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Activity Number:
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29
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Type:
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Contributed
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Date/Time:
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Sunday, August 6, 2006 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #307544 |
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Title:
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Testing for and against a Set of Linear Inequality Constraints in the Product Multinomial Setting
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Author(s):
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Hammou Elbarmi*+
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Companies:
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Baruch College
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Address:
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One Baruc Way, New York, NY, 10010,
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Keywords:
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chi bar square ; likelihood ratio test ; orthant probabilities ; Lagrange multipliers
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Abstract:
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A problem that is frequently encountered in statistics concerns testing for equality of multiple probability vectors corresponding to independent multinomials against an alternative they are not equal or that they are stochastically ordered. Our aim here is to generalize the existing results and provide a unified technique for testing for and against a set of linear inequality constraints placed upon on any $r\; (r \ge 1)$ probability vectors corresponding to $r$ independent multinomials. We show how to compute the mles under all hypotheses of interest and obtains the limiting distributions of the LRT statistics. These are of chi bar square type and to illustrate our results, an example is discussed.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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