摘要：In this paper, we consider hypothesis testing for the equality of means and variances of correlated responses with non-normal distributions. Speci cally, we assume that the responses follow a symmetric multivariate distribution.Wald type statistics are considered which are asymptotically distributed according to a chi-square distribution. Statistics are based on the sample mean and the sample covariance matrix. Applications are made for comparing measurement methods and the performance of investment portfolios.
关键词：Hypotheses testing Measuring devices Performance of portfolios; Symmetric distributions.e.
