%0 Journal Article
%T TESTS FOR HOMOGENEITY OF CONSTRAINED MULTIVARIATE NORMAL MEAN VECTORS
序约束下多元正态均值的检验问题
%A Zhao Haibing
%A Wang Jinglong
%A
赵海兵
%A 王静龙
%J 系统科学与数学
%D 2007
%I
%X Suppose that simple-order restriction is imposed among several p-variate normal mean vectors, which has unknown common covariance matrix. By noting the difficulty in obtaining the critical points of liklihood ratio test, Sasabuchi et al.'s (2003)(1]) proposed an alternative test statistic (Sasabuchi Test) for testing the homogeneity of these mean vectors under simple-order restriction. Sasabuchi Test does not compare favorably with MANOVA. In this paper, a new test statistic which is uniformly more powerful than Sasabuchi Test is given, it is also found that our test are more powerful than MANOVA by simulation, and the asymptotic distribution of this test statistic under the null hypothesis is derived.
%K MANOVA
序约束
%K 多元正态分布
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=8F3F521C37AF005D&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=CA4FD0336C81A37A&sid=708DD6B15D2464E8&eid=2A8D03AD8076A2E3&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=9