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The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

James M. Dickey
The Annals of Mathematical Statistics
Vol. 42, No. 1 (Feb., 1971), pp. 204-223
Stable URL: http://www.jstor.org/stable/2958475
Page Count: 20
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
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Abstract

Raiffa and Schlaifer's theory of conjugate prior distributions is here applied to Jeffrey's theory of tests for a sharp hypothesis, for simple normal sampling, for model I analysis of variance, and for univariate and multivariate Behrens-Fisher probelms. Leonard J. Savage's Bayesianization of Jeffrey's theory is given with new generalizations. A new conjugate prior family for normal sampling which allows prior independence of unknown mena and variance is given.

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