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A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic

✍ Scribed by Yining Wang; Michael P McDermott


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
213 KB
Volume
66
Category
Article
ISSN
0047-259X

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A Hotelling′s T2-Type Statistic for Test
✍ M.J. Silvapulle 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Suppose that \(Y\) is distributed as multivariate normal with unknown covariance matrix and that \(N\) independent observations are available on \(Y\). An important special case of the problem studied in this paper is that of testing the null hypothesis that the mean of \(Y\) is zero against the alt