ABSTRACT
In the following theorem we prove the uniformly most powerful invariant property of the T2-test in Ep(µ, S) under the assumption that q is convex and nonincreasing from [0, 8 ) to [0, 8 ). In the proof of the theorem the nonincreasing property of q is not used. Since fX(x) is the pdf of X, the convexity property of q implies that q is nonincreasing.
