A Comparison of Two Tests for the Significance of a Mean Vector.

Abstract

Hotelling's T-square procedure for testing the significance of a mean vector treats all variables symmetrically and may not be appropriate if the variables carry unequal importance. The step-down procedure, a possibly appropriate alternative, is studied in this paper. An underlying invariance structure is established and then used to develop a canonical form for studying the power functions of the two methods. A Monte Carlo experiment is conducted in this framework and conclusions are reported.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA051848

Entities

People

  • Govind S. Mudholkar
  • Perla Subbaiah

Organizations

  • University of Rochester

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Computer Languages
  • Data Science
  • Information Science
  • Invariance
  • Multivariate Analysis
  • New York
  • Probability
  • Random Variables
  • Simulations
  • Statistical Analysis
  • Statistical Distributions
  • Statistical Inference
  • Statistical Samples
  • Statistics
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.