T^2 Type Test Statistic and Simultaneous Confidence Intervals for Two Sub-mean Vectors
2019 ◽
Vol 9
(1)
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pp. 1
Keyword(s):
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.
2020 ◽
Vol 9
(6)
◽
pp. 56
Keyword(s):
2009 ◽
Vol 22
(1)
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pp. 33-41
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Keyword(s):
2015 ◽
Vol 34
(3)
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pp. 213-233
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1973 ◽
Vol 25
(1)
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pp. 123-133
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1992 ◽
Vol 13
(2)
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pp. 89-98
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2013 ◽
Vol 64
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pp. 87-98
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