Simulation Study on Tamhane and Logan's Multivariate One-sided Test(Session 3a)

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概要

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• In this study we discuss Tamhane and Logan (2002)'s multivariate one-sided test for comparing two normal mean vectors under the assumption that the common covariance matrix is unknown. Although they specified a statistic for the test, it is difficult to derive its distribution. They derived its asymptotic distribution under the null hypothesis by using a moment matching method. Although the critical value satisfies a specified significance level approximately, it seems that the closeness of the approximation has not been investigated in detail. In this study we give numerical examples regarding the actual Type I error in various cases for Tamhane and Logan (2002)'s multivariate one-sided test intended to investigate the closeness of the approximation.

• 2011-11-11

著者

• Imada Tsunehisa

  Department Of Business Management Tokai University

• Imada Tsunehisa

  Department Of Business Management Tokai University School Of Business Studies

関連論文

• Change Point Analysis for Sequence of Multivariate Normal Means Based on Multiple Comparison Procedure
• The exponential sereis of the Lubin-Tate groups and p-adic interpolation
• Multivariate Two-sided Test Based on the Approximate Likelihood Ratio Test
• Simulation Study on Tamhane and Logan's Multivariate One-sided Test(Session 3a)
• DETERMINATION OF CRITICAL VALUE OF MULTIVARIATE NORMAL TEST WITH TWO-SIDED ALTERNATIVE BASED ON LIKELIHOOD RATIO TEST

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