Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154219 | Statistics & Probability Letters | 2008 | 6 Pages |
Abstract
The problem of testing the equality of sub-vectors of two multivariate normal mean vectors is addressed when the complementary sub-vectors are known to be equal, and the two populations have unequal covariance matrices. A test procedure is derived using the multivariate Satterthwaite approximation. The approximation is developed in such a way that the test satisfies a natural invariance condition. Accuracy of the approximation is numerically investigated, and the result is illustrated with an example.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jinadasa Gamage, Thomas Mathew,