Stochastic monotonicity of a distribution family associated with matrix projections and its applications
This dissertation defines a distribution family based on the distribution of a random variable associated with the projections of a normally distributed random matrix with un- known mean onto a linear space and onto a closed convex cone. The stachastic monotonicity property of the distributions in the family is established. This property nds the application in the proving the unbiasedness of a likelihood ratio test in a multivariate order restricted model.
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