POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX

• TSUKADA Shin-ichi

  Department of Mathematics, Chuo University

Abstract

We consider the test of equality of the latent vector and a specified vector. In this paper, we discuss three criteria for testing hypothesis. The test statistic Λ_1 is the inner product of the sample latent vector and the specified vector. The statistic Λ_2 is the α-th factor of some likelihood ratio criterion. The Λ_3 is the statistic given by T. W. Anderson. We calculate the percentiles based on the exact distribution of the statistic Λ_2. To compute the power, we obtained the non-null distribution of the statistic Λ_1, Λ_2 and Λ_3. And we compare the power of test using these three criteria on a bivariate and trivariate normal distribution.

Journal

• J. Jpn. Soc. Computa. Statist.

  J. Jpn. Soc. Computa. Statist. 10 (1), 73-88, 1997-12-01

  Japanese Society of Computational Statistics

Keywords

• Power comparison
• Hypothesis testing
• Latent vector
• Asymptotic expansion

Details

• CRID: 1573105976744735360
• NII Article ID: 110001235558
• NII Book ID: AA10823693
• ISSN: 09152350
• Text Lang: en
• Data Source:
  • CiNii Articles