Generalized F-tests for the multivariate normal mean
نویسندگان
چکیده
Based on Läuter’s (Biometrics, 1996) exact t test for biometrical studies related to the multivariate normal mean, we develop a generalized F -test for the multivariate normal mean and extend it to multiple comparison. The proposed generalized F tests have simple approximate null distributions. A Monte Carlo study and two real examples show that the generalized F -test is at least as good as the optional individual Läuter’s test and can improve its performance in some situations where the projection directions for the Läuter’s test may not be suitably chosen. It is discussed that the generalized F -test could be superior to individual Läuter’s tests and the classical Hotelling T 2-test for the general purpose of testing the multivariate normal mean. It is shown by Monte Carlo studies that the extended generalized F test outperforms the commonly-used classical test for multiple comparison of normal means in the case of high dimension with small sample sizes. AMS Classification: 62F03; 62F05
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 53 شماره
صفحات -
تاریخ انتشار 2009