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首页> 外文期刊>International Journal of Statistics and Probability >T^2 Type Test Statistic and Simultaneous Confidence Intervals for Two Sub-mean Vectors
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T^2 Type Test Statistic and Simultaneous Confidence Intervals for Two Sub-mean Vectors

机译:T ^ 2型测试统计和两个子平均向量的同步置信区间

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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.
机译:在本文中,我们考虑对亚平均载体的测试及其在两个样本问题中的同时置信区间。我们通过使用T ^ 2型测试统计量的两个近似百分位给出T ^ 2型测试统计和同时置信区间。通过正常近似获得T ^ 2类型统计部的正常近似的近似百分比之一,另一个是通过校正F分布的自由度而获得的近似。最后,我们研究了Monte Carlo仿真的T ^ 2型统计量的近似百分位的渐近行为,并举例说明了同时置信区间。

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