Abstract
Summary The exact power of a test U (Mardia, 1967) is obtained for normal location alternatives, but even for small samples the expression cannot be simplified. The empirical power function of the U-test is obtained and compared with the power of Hotelling's T2 by extending some efficiency measures and developing a new non-central T2 routine. It is found that the efficiency of the U-test relative to Hotelling's T2 test decreases with N and lies between 79 and 93 per cent.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of the Royal Statistical Society Series B: Statistical Methodology
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
