Tests for the mean vector under intraclass covariance structure

Abstract

Suppose are i.i.d. variables where Geisser [JASA, 1963] derived the likelihood ratio tests for the testing problems: (1) specified. (2) (i.e. the components of μ are all equal) vs H 1:μ arbitrary. Here we discuss these two problems from the invariance point of view. Several simple and easily workable tests are proposed. Their local powers in small samples are evaluated by simulation and compared. Some general conclusions are drawn.