For the problem of testing a composite hypothesis with one-sided alternatives of the mean vector of a two-dimensional normal distribution, a characterization of similar tests is presented and an unbiased test dominating the likelihood ratio test is proposed. A sufficient condition for admissibility is given, which implies the result given by Cohen et al. (1983, Studies in Econometrics, Time Series and Multivariate Statistics, Academic Press) : the admissibility of the likelihood ratio test.

Uniformly most powerful test, nuisance parameter, exponential distribution, uniform distribution,

No abstract

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.. Biometrika Trust is collaborating with JSTOR to digitize, preserve and extend access to Biometrika. SUMMARY A new procedure for testing the homogeneity of normal mean vectors versus order restricted alternatives is proposed and its performance discussed.Some key words: Convex cone; Isotonic regression; Likelihood ratio test; Most stringent somewhere most powerful test.