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Efficiencies in multivariate paired experiments
Author(s) -
Jensen D. R.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220503
Subject(s) - multivariate statistics , mathematics , statistics , multivariate analysis , efficiency , sample size determination , multivariate normal distribution , upper and lower bounds , mathematical analysis , estimator
Lower and upper bounds are given for the asymptotic efficiency of the paired T 2 test relative to the two‐sample T 2 test in comparative multivariate experiments. Consistent estimates for these bounds are illustrated numerically and their relevance to small samples is discussed. Conditions are given such that each procedure dominates the other globally; when these fail the sets of alternatives are characterized at which each procedure dominates the other locally.