Abstract
The likelihood ratio test (LRT) method is a commonly used method of hypothesis test construction. The intersection-union test (IUT) method is a less commonly used method. We will explore some relationships between these two methods. We show that, under some conditions, both methods yield the same test. But, we also describe conditions under which the size-α IUT is uniformly more powerful than the size-α LRT. We illustrate these relationships by considering the problem of testing H0: min{|μ 1|, |μ 2|} = 0 versus Hα: min{|μ 1|,|μ 2|} > 0, where μ 1 and μ 2are means of two normal populations.
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© 1997 Birkhäuser Boston
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Berger, R.L. (1997). Likelihood Ratio Tests and Intersection-Union Tests. In: Panchapakesan, S., Balakrishnan, N. (eds) Advances in Statistical Decision Theory and Applications. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2308-5_15
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DOI: https://doi.org/10.1007/978-1-4612-2308-5_15
Publisher Name: Birkhäuser Boston
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