Premium
Robust Hotelling‐Type T 2 Statistics
Author(s) -
Tiku M. L.,
Balakrishnan N.
Publication year - 1988
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.4710300305
Subject(s) - statistics , mathematics , type i and type ii errors , robustness (evolution) , robust statistics , statistical hypothesis testing , combinatorics , outlier , biochemistry , chemistry , gene
To test an assumed mean vector, and to test the equality of two mean vectors, robust statistics are developed which have exactly the same form as the Hotelling T 2 statistics. These statistics are shown to have remarkable type I error robustness and power.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom