ABSTRACT
The LBI Lest was first derived by Sugiura (1972). The local minimax property of this LBI test follows from the fact that the group G=R+×E
p×O(p) satisfies the conditions of the Hunt-Stein Theorem (Section 7.2.3). Following the Kiefer and Schwartz (1965) approach the likelihood ratio test can be shown to be admissible.
