A Simple Multivariate Test for One-Sided Alternatives
作者:
Dean Follmann,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1996)
卷期:
Volume 91,
issue 434
页码: 854-861
ISSN:0162-1459
年代: 1996
DOI:10.1080/01621459.1996.10476953
出版商: Taylor & Francis Group
关键词: Clinical trial;Hypothesis test;Multiple endpoints;Order restrictions
数据来源: Taylor
摘要:
A simple test for multivariate normal data is proposed that has good power for alternatives where the mean vector tends to be positive. The test rejects if the quadratic form of the sample mean vector exceeds its 2α critical value and the sum of the elements of the mean vector exceeds zero. The proposed test is shown to have type I error rate equal to α whether or not the covariance matrix is known. Tight bounds on the power of the proposed test are provided, and the test is compared to three likelihood ratio tests.
点击下载:
PDF (1181KB)
返 回