Likelihood Ratio Tests for Interval Hypotheses with Applications

Author: Park Junyong   Sinha Bimal   Shah Arvind   Xu Dihua   Lin Jianxin  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|11|2351-2370

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.11, 2015-06, pp. : 2351-2370

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Abstract

In this article, we derive the likelihood ratio tests (LRTs) for simultaneously testing interval hypotheses for normal means with known and unknown variances, and also with unknown but equal variance. Special cases when the interval hypotheses boil down to a point hypothesis are also discussed. Remarks regarding comparison of the LRT with tests based on combination of p-values are made, and several applications based on real data are mentioned.