ABSTRACT
Proof From (II.l) Since
we get
min
They calculated that the locally minimax test and the likelihood ratio test are superior to Hotelling’s T2 test for testing Ho : p, = 0 against H\ : = 0. The locally minimax test is superior to the likelihood ratio test for small values of
The locally minimax test shows almost no difference in power when the power is > 0.9 and a choice cannot be made between these two tests in the middle range of the power function.
