POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX

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概要

• 論文の詳細を見る

• We consider the test of equality of the latent vector and a specified vector. In this paper, we discuss three criteria for testing hypothesis. The test statistic Λ_1 is the inner product of the sample latent vector and the specified vector. The statistic Λ_2 is the α-th factor of some likelihood ratio criterion. The Λ_3 is the statistic given by T. W. Anderson. We calculate the percentiles based on the exact distribution of the statistic Λ_2. To compute the power, we obtained the non-null distribution of the statistic Λ_1, Λ_2 and Λ_3. And we compare the power of test using these three criteria on a bivariate and trivariate normal distribution.

• 日本計算機統計学会の論文

著者

• Tsukada Shin-ichi

  Department Of Mathematics Chuo University

関連論文

• On the Distributions of Likelihood Ratio Criterion for Equality of Characteristic Vectors in Two Populations
• THREE STATISTICS FOR HYPOTHESIS TESTING OF INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX AND THEIR BOOTSTRAP TESTS
• POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX

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