Generalized Inferences on the Common Mean in MANOVA Models

This article presents procedures for testing hypothesis and interval estimation of the common mean vector in MANOVA models when the covariance matrices are unknown and unequal. The methods are based on the concepts of generalized p-value and generalized confidence interval. Some important statistical properties of the exact test and confidence region are given. For two multivariate normal populations, a minor modification to the combined tests given by Zhou and Mathew (1994a Zhou , L. P. , Mathew , T. ( 1994a ). Combining independent tests in multivariate linear models . J. Multivariate Anal. 51 : 265 – 276 . Google Scholar]) is proposed. Some simulation results to compare the performance of the proposed tests with others are reported. The simulation results indicate that new tests have significant gain in the power.