Abstract
In this paper, we consider the problem of testing for the mean vector when the data have a two-step monotone missing pattern. We derive the stochastic expansion of Hotelling's type statistic for the case where the sample size is large. The asymptotic first two moments are obtained using stochastic expansion. We also propose the Bartlett and modified Bartlett corrected statistics for two-step monotone missing data. Finally, we present a numerical comparison based on Monte Carlo simulation for some selected parameters.
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