An observation is to be classified into one of two multivariate normal distributions with equal covariance matrices. When the parameters are unknown, four methods of estimating the likelihood ratio, ...

The Annals of Mathematical Statistics, Vol. 24, No. 2 (Jun., 1953), pp. 220-238 (19 pages) In this paper two closely related heuristic principles of test construction (to be explained in Section 3), ...