کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148335 957830 2008 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The use of an identity in Anderson for multivariate multiple testing
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
The use of an identity in Anderson for multivariate multiple testing
چکیده انگلیسی

Consider the model where there are II independent multivariate normal treatment populations with p×1p×1 mean vectors μiμi, i=1,…,Ii=1,…,I, and covariance matrix ΣΣ. Independently the (I+1)(I+1)st population corresponds to a control and it too is multivariate normal with mean vector μI+1μI+1 and covariance matrix ΣΣ. Now consider the following two multiple testing problems.Problem   1: Test Hij:μij-μ(I+1)j=0Hij:μij-μ(I+1)j=0 vs Kij:μij-μ(I+1)j≠0Kij:μij-μ(I+1)j≠0, i=1,…,I;j=1,…,p.Problem   2: Test Hi:μi-μ(I+1)=0Hi:μi-μ(I+1)=0 vs Ki:μi-μ(I+1)≠0Ki:μi-μ(I+1)≠0.For each problem an identity in Anderson [1984. An Introduction to Multivariate Statistical Analysis, second ed., Wiley, New York] is used to derive families of likelihood ratio statistics that can be used to determine step-down multiple testing procedures with desirable properties.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 138, Issue 9, 1 September 2008, Pages 2615–2621
نویسندگان
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