Generalized p-values and the multivariate Behrens-Fisher problem
نویسندگان
چکیده
منابع مشابه
Multivariate Behrens-Fisher problem with missing data
Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T 2 statistic, is proposed. A satisfactory moment approximation to the distribution of the pivotal quantity is derived. Hypothesis testing and confidence estima...
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Work a.t Cha.pe1 Hill sponsored by the Office of Naval Research under Contract NR 042 031. Reproduction in whole or in part is permitted for any purpose of the United States government.
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Some adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modified Wilcoxon-Mann-Whitney test (Fligner and Policello, 1981) and the modified Mood’s median test (Fligner and Rust, 1982). The other one is a probabil...
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Defining a location parameter as a generalization of the median, a robust test is proposed for (a) the nonparametric Behrens-Fisher problem, where the underlying distributions may have different scales and could be skewed, and (b) the generalized Behrens-Fisher problem, where the distributions may even have different shapes. We propose to bootstrap a signed rank statistic based on differences o...
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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 a8ne invariant and it simpli es 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...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1997
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(96)00166-8