On the monotonicity of the power functions of tests based on traces of multivariate beta matrices

It is shown that for the MANOVA problem the power function of the test based on the trace of a multivariate beta matrix is monotonically increasing in each noncentrality parameter provided that the cutoff point is not too large. This result is also true for the problem of testing independence of two sets of variates.

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Year of publication:	1974
Authors:	Perlman, Michael D.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 4.1974, 1, p. 22-30
Publisher:	Elsevier
Keywords:	MANOVA problem testing independence of variates power functions invariant tests monotonicity convexity trace test V(t) multivariate beta matrix

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005106938