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Published in:
1992 | OriginalPaper | Chapter
One-sided and Inequality Tests for a Pair of Means
Author : Arthur S. Goldberger
Published in: Contributions to Consumer Demand and Econometrics
Publisher: Palgrave Macmillan UK
Included in: Professional Book Archive
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Consider the regression model y ~
N
(
X
β, σ
2
I
), where
X
is
n
×
k
. Let θ =
R
β — r, where
R
is
J
×
k
of rank
j
. A familiar
classical
problem is to test the null hypothesis θ = 0 against the alternative that θ ≠ 0. Recently attention has been directed to these problems:
Test the null θ = 0 against the
one-sided
alternative θ ≰ 0, Test the
inequality
null θ ⩽ 0 against the alternative θ ≰ 0.