Abstract
Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T2 become either unusable or output small power when the number of variables is greater than the combined sample size. A novel method is proposed using both prepivoting and Edgeworth expansion for testing the equality of two population mean vectors in a “large p, small n” setting. The asymptotic null distribution of the test statistic is derived and it is shown that the power of suggested test converges to one under certain alternatives when both n and p increase to infinity. Finite sample performance of the proposed test statistic is compared with other recently developed tests designed to also handle the “large p, small n” situation through simulations. The proposed test achieves competitive rates for both type I error rate and power. The usefulness of suggested test is illustrated by applications to two microarray gene expression data sets.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
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.