Power Comparisons of Tests of Equality of Two Covariance Matrices Based on Individual Characteristic Roots
基于单个特征根的两个协方差矩阵相等检验:功效比较
Exact non-central distributions of individual characteristic roots have been obtained in two- and three-roots cases in connection with tests of the hypothesis σ1=σ2, where σ1 and σ2 are covariance matrices of two p-variate normal populations. Powers of tests using individual roots are tabulated for the test of this hypothesis against various one-sided simple alternatives and comparisons of powers made.