Power Comparisons of Tests of Equality of Two Covariance Matrices Based on Individual Characteristic Roots
作者:
K.C.Sreedharan Pillai,
Sabri Al-Ani,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1970)
卷期:
Volume 65,
issue 329
页码: 438-446
ISSN:0162-1459
年代: 1970
DOI:10.1080/01621459.1970.10481095
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Exact non-central distributions of individual characteristic roots have been obtained in two- and three-roots cases in connection with tests of the hypothesis σ1=σ2, where σ1and σ2are covariance matrices of twop-variate normal populations. Powers of tests using individual roots are tabulated for the test of this hypothesis against various one-sided simple alternatives and comparisons of powers made.
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