A simulation study of the robustness of Hotelling’s T2 test for the mean of a multivariate distribution when sampling from a multivariate skew-normal distribution
Master of Science === Department of Statistics === Paul I. Nelson === Hotelling’s T2 test is the standard tool for inference about the mean of a multivariate normal population. However, this test may perform poorly when used on samples from multivariate distributions with highly skewed marginal dist...
| Main Author: | |
|---|---|
| Language: | en_US |
| Published: |
Kansas State University
2009
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/2097/1939 |