Abstract
In this study we discuss Tamhane and Logan (2002)'s multivariate one-sided test for comparing two normal mean vectors under the assumption that the common covariance matrix is unknown. Although they specified a statistic for the test, it is difficult to derive its distribution. They derived its asymptotic distribution under the null hypothesis by using a moment matching method. Although the critical value satisfies a specified significance level approximately, it seems that the closeness of the approximation has not been investigated in detail. In this study we give numerical examples regarding the actual Type I error in various cases for Tamhane and Logan (2002)'s multivariate one-sided test intended to investigate the closeness of the approximation.
