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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.