Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population |
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Authors: | Sueli Aparecida Mingoti Graziele Umbelina Alves Ferreira |
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Affiliation: | 1. Statistics, Universidade Federal de Minas Gerais- UFMG, Belo Horizonte, Brazilsuelimngt@gmail.com;3. Statistics, Universidade Federal de Minas Gerais- UFMG, Belo Horizonte, Brazil |
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Abstract: | AbstractIn this paper, we introduce a version of Hayter and Tsui's statistical test with double sampling for the vector mean of a population under multivariate normal assumption. A study showed that this new test was more or as efficient than the well-known Hotelling's T2 with double sampling. Some nice features of Hayter and Tsui's test are its simplicity of implementation and its capability of identifying the errant variables when the null hypothesis is rejected. Taking that into consideration, a new control chart called HTDS is also introduced as a tool to monitor multivariate process vector mean when using double sampling. |
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Keywords: | Hayter and Tsui's test Hotelling's T2 test multivariate normal distribution double sampling control chart |
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