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  • 标题:T2 Type Test Statistic and Simultaneous Confidence Intervals for Two Sub-mean Vectors
  • 本地全文:下载
  • 作者:Tamae Kawasaki ; Toshiki Naito ; Takashi Seo
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2020
  • 卷号:9
  • 期号:1
  • 页码:1-8
  • DOI:10.5539/ijsp.v9n1p1
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    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.

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