The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

1971/02/01 by James M. Dickey, James Dickey · 490 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Applied mathematics #Computer science #Econometrics #Independence (probability theory) #Mathematics #Multivariate normal distribution #Multivariate statistics #Sampling (signal processing) #Simple (philosophy) #Statistical Distribution Estimation and Applications #Statistics #Univariate #Variance (accounting)

paper · doi:10.1214/aoms/1177693507

published in The Annals of Mathematical Statistics 42(1), 204-223 (Institute of Mathematical Statistics)

openalex publication_date 1971/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

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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