On the Monotonic Character of the Power Functions of Two Multivariate Tests
On the Monotonic Character of the Power Functions of Two Multivariate Tests
The largest characteristic root has been proposed in [2] as a test statistic in (i) the multivariate analysis of variance test, and (ii) testing that two sets of variates are independent. In this paper it is shown that, in each case, the power function is a monotonically increasing function of …