Department of Statistics, Shahid Chamran University, Ahvaz, Iran
The problem of testing the isotonic of several p -variate normal mean vectors against all alternatives is considered. This is a multivariate extension of Robertson and Wegman (1978). In the present paper, two cases are considered. First, it is assumed that the covariance matrices are known and second that they have an unknown scale factor. For both cases, we propose the test statistic, critical values and estimate the power of tests. The p −values are obtained by simulation study.
Isotonic regression, Likelihood ratio test, Multivariate normal distribution, Simulation
