On tests detecting difference in means and variances simultaneously under normality

DOI10.1080/03610926.2016.1228964MaRDI QIDQ4598595zbMATH OpenOpenAlexFDO

Authors Hyo-Il Park

Publication date 15 December 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2016.1228964

zbMATH Keywords

Monte Carlo methodpermutation principleunion-intersection testlikelihood ratio principlecombination function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Recommendations

• Likelihood ratio test for simultaneous testing of the mean and the variance of a normal distribution
• Simultaneous test for the mean and variance with an application to the statistical process control
• A two sample ordered alternative test for means and variances
• TESTING HYPOTHESES ABOUT THE COMMON MEAN OF TWO NORMAL POPULATIONS
• scientific article; zbMATH DE number 5809746

Cited in

(4)

• Simultaneous test for the mean and variance with an application to the statistical process control
• Simultaneous multivariate tests under the normality assumption
• On using hartley's statistic to test the hypothesis of not much difference among normal variances
• Likelihood ratio test for simultaneous testing of the mean and the variance of a normal distribution

This page was built for publication: On tests detecting difference in means and variances simultaneously under normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4598595)