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Misspecified T2 tests. i. location and scale |
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| Authors: | D.R. Jensen D.E. Ramiez |
| Affiliation: | 1. Department of Statistics , Virginia Polytechnic Institute , Blacksburg , VA , 24061;2. Department of Mathematics , University of Virginia , Charlottesville , VA , 22903 |
| Abstract: | Properties of Hotelling's (1931) T 2 are studied under model misspecification in the model for a multivariate experiment. Stochastic bounds on T 2 and further properties of the T 2 test are studied under misspecified location and scale. The bounds are evaluated numerically in selected cases. |
| Keywords: | Multivariate analysis location-scale models model misspecification stochastic bounds t 2 charts |