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Generalized F-Tests For The Multivariate Normal Mean, Jiajuan (John) Liang, Man-Lai Tang
Generalized F-Tests For The Multivariate Normal Mean, Jiajuan (John) Liang, Man-Lai Tang
Marketing and Quantitative Analysis Faculty Publications
Based on Lauter's (Biometrics, 1996) exact t test for biometrical studies related to the multivariate normal mean, we develop a generalized F-test for the multivariate normal mean and extend it to multiple comparison. The proposed generalized F- tests have simple approximate null distributions. A Monte Carlo study and two real examples show that the generalized F-test is at least as good as the optional individual LÄauter's test and can improve its performance in some situations where the projection directions for the LÄauter's test may not be suitably chosen. It is discussed that the generalized F-test could be superior to individual …