Power studies of multivariate two-sample tests of comparison
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Date
2007
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
University of the Western Cape
Abstract
The multivariate two-sample tests provide a means to test the match between two multivariate distributions. Although many tests exist in the literature, relatively little is known about the relative power of these procedures. The studies reported in the thesis contrasts the effectiveness, in terms of power, of seven such tests with a Monte Carlo study. The relative power of the tests was investigated against location, scale, and correlation alternatives.
Description
Magister Scientiae - MSc
Keywords
Multivariate analysis, Data processing, Statistics, Analysis