Numerical Examples on Multivariate Multiple Comparison with a Control by Using Monte Carlo Simulation
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概要
- 論文の詳細を見る
In this study we consider the multiple comparison with a control for multivariate normal means under the assumption that the common covariance matrix is unknown. Since it is difficult to derive the joint distribution of several related Hotelling's T^2-statistics which is used for determining the critical value for pairwise comparison satisfying a specified significance level, we should use approximate approaches. Here we focus on Monte Carlo simulation which is a simple and effective method because of the remarkable development of computers. Simultaneously we consider the simple approximation by using Bonferroni's inequality. Finally we give some numerical examples regarding the critical value and the power of the test to compare two approximate methods.
- 東海大学の論文
- 2006-03-30
著者
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Douke Hideyuki
Tokai Univ. Kanagawa Jpn
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Douke Hideyuki
Department Of Mathematical Sciences School Of Science Tokai University
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Imada Tsunehisa
Kyushu Tokai Univ. Kumamoto Jpn
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Imada Tsunehisa
Kumamoto Liberal Arts Education Division Of Liberal Arts Education Kyushu Tokai University
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