T^2 Type Test Statistic and Simultaneous Confidence Intervals for Two Sub-mean Vectors


  •  Tamae Kawasaki    
  •  Toshiki Naito    
  •  Takashi Seo    

Abstract

In this paper, we consider tests for sub-mean vectors and its simultaneous confidence intervals in two-sample problems. We give the T^2 type test statistic and the simultaneous confidence intervals by using two approximate upper percentiles of T^2 type test statistic. One of the approximate percentiles is obtained by normal approximation for a part of the T^2 type statistic, and the other is an approximation obtained by correcting the degrees of freedom of the F distribution. Finally, we investigate the asymptotic behavior of the approximate upper percentiles of T^2 type statistic by Monte Carlo simulation, and we give an example to illustrate the simultaneous confidence intervals.



This work is licensed under a Creative Commons Attribution 4.0 License.
  • Issn(Print): 1927-7032
  • Issn(Onlne): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

Journal Metrics

  • h-index (December 2019): 15
  • i10-index (December 2019): 24
  • h5-index (December 2019): N/A
  • h5-median(December 2019): N/A

( The data was calculated based on Google Scholar Citations. Click Here to Learn More. )

Contact