Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX
Shin-ichi Tsukada
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ジャーナル フリー

1997 年 10 巻 1 号 p. 73-88

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抄録
We consider the test of equality of the latent vector and a specified vector. In this paper, we discuss three criteria for testing hypothesis. The test statistic A1 is the inner product of the sample latent vector and the specified vector. The statistic A2 is the α-th factor of some likelihood ratio criterion. The A3 is the statistic given by T.W. Anderson. We calculate the percentiles based on the exact distribution of the statistic A2. To compute the power, we obtained the non-null distribution of the statistic A1, A2 and A3. And we compare the power of test using these three criteria on a bivariate and trivariate normal distribution.
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© The Japanese Society of Computational Statistics
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