Abstract
In this paper we discuss the well known multivariate Behrens-Fisher problem which deals with testing the equality of two normal mean vectors under heteroscedasticity of dispersion matrices. Some existing tests are reviewed and a new test based on Roy's union-intersection principle coupled with the generalized P-value is proposed. The tests are compared with respect to size and power based on simulation, and applied to a few useful data sets. AMS (2000) Subject Classification : 62H10, 62H15.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
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 call
