A Conditional Test for a Non-negative Mean Vector Based on a Hotelling's T~2-Type Statistic

摘要

A conditional test based on a Hotelling's T~2-type statistic is derived for significance of a multivariate mean having non-negative components. This test is shown to be uniformly more powerful than the unconditional test given by Silvapulle. The consistency and invariance of the new test are also established.