Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition

Mathematics – Statistics Theory

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

23 pages; a shorter version of this preprint appeared in Ann. Statist. Vol. 22 (1994) 357--368. Some papers refer to this prep

Scientific paper

We consider Hotelling's T^2 statistic for an arbitrary d-dimensional sample. If the sampling is not too deterministic or inhomogeneous, then under zero means hypothesis, T^2 tends to \chi^2_d in distribution. We show that a test for the orthant symmetry condition introduced by Efron can be constructed which does not essentially differ from the one based on \chi^2_d and at the same time is applicable not only for large random homogeneous samples but for all multidimensional samples without exceptions. The main assertions have the form of inequalities, not that of limit theorems; these inequalities are exact representing the solutions to certain extremal problems. Let us also mention an auxiliary result which itself may be of interest: \chi_d-(d-1)^{1/2} decreases in distribution in d to its limit N(0,1/2).

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-197203

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.