Exact Robustness Studies of Tests of Two Multivariate Hypotheses Based on Four Criteria and Their Distribution Problems Under Violations
Exact Robustness Studies of Tests of Two Multivariate Hypotheses Based on Four Criteria and Their Distribution Problems Under Violations
This paper deals with robustness studies of tests of two hypotheses (A) $\Sigma_1 = \Sigma_2$ in $N(\mu_i, \Sigma_i), i = 1, 2$, and (B) $\mu_1 = \cdots = \mu_l$ in $N(\mu_i, \Sigma), i = 1, 2, \cdots, l, \Sigma$ unknown, based on four test criteria (a) Hotelling's trace, (b) Pillai's …