On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations

DOI10.1080/03610928208828219zbMath0588.62075OpenAlexW2032814059MaRDI QIDQ3716068

Hayat Muhammad Awan, Muni S. Srivastava

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828219

zbMATH Keywords

mixturerobustnessquadratic formslinear formssample variancejoint distributionsample meancontaminationmultivariate normal distributionsmixing proportionlevel of significanceHotelling T-squareMahalanobis (square) distance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

Estimation and Testing of Parameters in Multivariate Laplace Distribution ⋮ Distributions of Hotelling'sT²and Multiple and Partial Correlation Coefficients for the Mixture of Two Multivariate Gaussian Populations ⋮ Robust analogs of hotelling's two-sample t² ⋮ Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution ⋮ An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality ⋮ On the distribution of hotelling's t²and multiple correlation r²when sampling from a mixture of two normals ⋮ A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases ⋮ High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition ⋮ Robustness of the Multiple Correlation Coefficient When Sampling From a Mixture of Two Multivariate Normal Populations ⋮ On the Behavior of the Distributions of the Probabilities of Misclassification in the use of the Linear Discriminant Function Under Multinonnormality ⋮ Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\) ⋮ Power Function Studies ⋮ Distribution-free tests of mean vectors and covariance matrices for multivariate paired data ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions

Cites Work

• One-sample t-test when sampling from a mixture of normal distributions
• Distribution of the Means Divided By the Standard Deviations of Samples From Non-Homogeneous Populations
• Unnamed Item

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