Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
非中心 F 检验的功效:增加变量对 Hotelling T² 检验的影响
We show that the power of the noncentral F-test increases with the number of denominator d.f. and decreases with the numerator d.f. Hence, increasing the dimension of the observed vectors may decrease the power of Hotelling's T 2-test for means, unless the additional non-centrality provided by the extra variates is sufficiently large. A function determining the exact increase in noncentrality required for increased power is studied and tabulated We present procedures…