اثبات پذيرفتني بودن آزمون هاي T2 هتلينگ و R2 به شيوه بيزي

Proof of the Admissibility of Hotellingʹs T2 Test and i?2with Bayesian Method;

In the frequentist approach, the admissibility of estimators is considered to have desired property. To prove admissibility of an estimator is not an easy task, except in simple cases. On the other hand, Bayes estimators are generally admissible. In particular, an estimator is admissible if its risk is finite with respect to a proper or improper prior. This provides an elegant way to prove the admissibility of a given estimator. In this article, the admissibility of Hotellingʹs T2 and R2 are derived.