On tests detecting difference in means and variances simultaneously under normality

DOI10.1080/03610926.2016.1228964zbMATH Open1380.62091OpenAlexW2526286805MaRDI QIDQ4598595FDOQ4598595

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

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• scientific article; zbMATH DE number 5809746

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)

Cited In (4)

• Simultaneous multivariate tests under the normality assumption
• Simultaneous test for the mean and variance with an application to the statistical process control
• 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

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