Please use this identifier to cite or link to this item:
|Title:||Proposition of new alternative tests adapted to the traditional T2 test|
|Keywords:||Power type I error|
Erro do tipo I
Distribuição de bootstrap paramétrica
|Publisher:||Taylor & Francis Group|
|Citation:||ALVES, H. J. de P.; FERREIRA, D. F. Proposition of new alternative tests adapted to the traditional T2 test. Communications in Statistics - Simulation and Computation, London, Nov. 2019. Paginação irregular.|
|Abstract:||New alternative tests of the T2 Hotelling’s test for testing hypotheses on the mean vector of a normal p-variate population were proposed. These tests were based on comedian robust estimator of the covariance matrix using an asymptotic T2 distribution and a parametric bootstrap distribution to the null distribution of the statistical tests. The performance of these new tests was evaluated under normal and non-normal distributions through Monte Carlo simulations. The contaminated normal populations were also considered to evaluate the effects of outliers in performance of the tests. The type I error rats and power were computed in all Monte Carlo simulations by using the R software. The parametric bootstrap test based on the T2 test statistic had equivalent performance of the T2 original test. This test was recommended because it is easy to implement and computationally fast.|
|Appears in Collections:||DEX - Artigos publicados em periódicos|
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.