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基于四种准则的两协方差矩阵相等检验的功效比较AI 解读

Exact non-central c.d.f.'s of four criteria in the two-roots case are derived for tests of the hypothesis Σ1 = Σ2 against one-sided alternatives, where Σ1 and Σ2 are covariance matrices of two normal populations. The tests are based on Roy's largest root, and on Lawley-Hotelling's, Pillai's and Wilks's criteria. Powers of the last three criteria have been tabulated extensively, and power comparisons have been made between the three, and also with the largest root, whose…

基于四种准则的协方差矩阵相等检验功效比较AI 解读

Exact non-central c.d.f.'s of four criteria in the two-roots case are derived for tests of the hypothesis Σ1 = Σ2 against one-sided alternatives, where Σ1 and Σ2 are covariance matrices of two normal populations. The tests are based on Roy's largest root, and on Lawley-Hotelling's, Pillai's and Wilks's criteria. Powers of the last three criteria have been tabulated extensively, and power comparisons have been made between the three, and also with the largest root, whose…

四种准则下两类多元假设检验的功效比较AI 解读

Tests of two hypotheses are considered in this paper, namely, (i) the independence between ap-set and a q-set of variates in a (p + q)-variate normal population, and (ii) the equality of mean vectors of lp-variate normal populations having a common covariance matrix, based on the following four test criteria: (1) Roy's largest root criterion, (2) U(p), a constant times Hotelling's T02: criterion, (3) Pillai's V(p) criterion and (4) Wilks's criterion. For p = 2, the exact…