An Exact Distribution-Free Test for Means of Nonnegative Random Variables

Nikos Vlassis, Philip S. Thomas

Let $X=(X_1,\dots ,X_n)$ be independent nonnegative random variables, not necessarily identically distributed. Let $D=(D_0,D_1,\dots ,D_n)\sim \mathrm{Dir}(1,\dots ,1)$ be ind…