Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem

被引：71

作者：

Krishnamoorthy, K ^{[1
]}

Yu, JQ ^{[1
]}

机构：

[1] Univ Louisiana, Dept Math, Lafayette, LA 70504 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2004年 / 66卷 / 02期

关键词：

Welch approximation; multiple comparison; size; power;

D O I：

10.1016/j.spl.2003.10.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A new test to the multivariate Behrens-Fisher problem is obtained by modifying Nel and Van der Merwe's (Comm. Statist. Theory Methods 15 (1986) 3719) test. The new test is affine invariant and it simplifies to the Welch's approximate solution to the univariate case. The merits of the new test and two existing invariant tests are evaluated using Monte Carlo method. Monte Carlo comparison shows that the new test is as powerful as the other two methods while controlling the sizes satisfactorily. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：161 / 169

页数：9

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