Comparison of the Invariant Solutions to the Multivariate Behren-Fisher Problems
dc.contributor.author | Oyeyemi, G. M. | |
dc.contributor.author | Adebayo, P. O. | |
dc.date.accessioned | 2023-07-27T09:02:51Z | |
dc.date.available | 2023-07-27T09:02:51Z | |
dc.date.issued | 2016 | |
dc.description.abstract | Four of numerous solutions to multivariate Behrens-Fisher problem were selected for comparison. The four selected invariant solutions were; Yao, Johansen, James and Krishnamorrthy and Yu. Data were simulated to compare the four solutions under different distributions (Multivariate Beta, Multivariate Gamma and Multivariate Normal), sample sizes (N = 20, 30, 50, 100, 200, 400 and 600), number of variables (p = 2, 3 and 5) and for equal and unequal sample sizes. The comparisons were done at three levels of significance (alpha = 0.01, 0.025 and 0.05) using power of the test and type I error rate. The results showed that James procedure is better than all other procedures when p = 2 with small sample sizes, because it has second highest power with the lowest type I error rate. But when number of variables p = 3 or 4 and with large sample size, all the four procedures’ performances are the same. | en_US |
dc.description.sponsorship | Self-sponsored | en_US |
dc.identifier.citation | Journal of the Nigerian Association of Mathematical Physics | en_US |
dc.identifier.uri | https://uilspace.unilorin.edu.ng/handle/20.500.12484/11632 | |
dc.language.iso | en | en_US |
dc.publisher | Nigerian Association of Mathematical Physics | en_US |
dc.relation.ispartofseries | 34;199 – 208 | |
dc.subject | Hotelling T Square, Multivariate Behrens-Fisher problem, Power, Type I error rate | en_US |
dc.title | Comparison of the Invariant Solutions to the Multivariate Behren-Fisher Problems | en_US |
dc.type | Article | en_US |
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