| Abstract: | Mudholkar and Srivastava 1] Mudholkar, G. S. and Srivastava, D. K. A class of robust stepwise alternatives to Hotelling's T2tests. Submitted to the Journal of Applied Statistics 1999 Google Scholar]adapted Mudholkar and Subbaiah's 2] Mudholkar, G. S. and Subbaiah, P. 1980. Testing significance of a mean vector–a possible alternative to Hotelling's T2. Ann. Inst. Statist. Math., 32(A): 43–52. Google Scholar]modified stepwise procedure, using the trimmed means in place of the means and appropriate studentization, to construct robust tests for the significance of a mean vector. They concluded that the robust alternatives provide excellent type I error control, and a substantial gain in power over Hotelling's T 2test in case of heavy tailed populations without significant loss of power when the population is normal. In this paper we adapt the modified stepwise approach to construct simple tests for the significance of the orthant constrained mean vector of a p-variate normal population with unknown covariance matrix, and also for constructing robust tests without assuming normality. The simple normal theory tests have exact type I error, whereas the robust tests provide a reasonably type I error control and substantial power advantage over Perlman's 3] Perlman, M. D. 1969. One-sided testing problems in multivariate analysis. Annals of Mathematical Statistics, 40: 549–567. Crossref] , Google Scholar]likelihood ratio test. |
