Studies in Support of the Application of Statistical Theory to Design and Evaluation of Operational Tests. Annex A. A Methodology for Determining the Power of Manova when the Observations are Serially Correlated.

Abstract

This research addresses two related problems of multivariate statistical analysis. First, the effects of a multivariate time series on the MANOVA power function are investigated through the use of an experimental design. Second, a generalized procedure is developed for incorporating the multivariate time series into the MANOVA power function so that the effectiveness of ANOVA and MANOVA models in evaluating command and control systems, on the basis of powers of the tests, may be made. In order to make the analysis possible, a procedure to determine the power of MANOVA test was required. The MANOVA power function is not known in a closed or usable form; consequently, a Monte Carlo procedure was used to determine the power of the MANOVA test. The maximum likelihood form of the MANOVA test statistic was utilized due to its ease of computation.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1975
Accession Number
ADA052074

Entities

People

  • Norviel Robert Eyrich

Organizations

  • Georgia Tech

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Command And Control
  • Command And Control Systems
  • Computational Science
  • Computer Programming
  • Computer Programs
  • Computers
  • Data Science
  • Experimental Design
  • Information Science
  • Measures Of Effectiveness
  • Multivariate Analysis
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Aerospace Test and Evaluation
  • Electrical Engineering
  • Regression Analysis.

Technology Areas

  • Fully Networked C3
  • Fully Networked C3 - Command and Control