### 抜粋

In this paper we propose a test for testing the equality of the mean vectors of two groups with unequal covariance matrices based on N_{1} and N_{2} independently distributed p-dimensional observation vectors. It will be assumed that N_{1} observation vectors from the first group are normally distributed with mean vector μ1 and covariance matrix Σ1. Similarly, the N_{2} observation vectors from the second group are normally distributed with mean vectorμ2 and covariance matrixΣ2.Wepropose a test for testing the hypothesis that μ1 = μ2. This test is invariant under the group of p×p nonsingular diagonal matrices. The asymptotic distribution is obtained as (N_{1}, N_{2}, p) → ∞and N_{1}/(N_{1} + N_{2}) → k ∈ (0, 1) but N_{1}/p and N2/p may go to zero or infinity. It is compared with a recently proposed noninvariant test. It is shown that the proposed test performs the best.

元の言語 | English |
---|---|

ページ（範囲） | 349-358 |

ページ数 | 10 |

ジャーナル | Journal of Multivariate Analysis |

巻 | 114 |

発行部数 | 1 |

DOI | |

出版物ステータス | Published - 2013 1 1 |

外部発表 | Yes |

### ASJC Scopus subject areas

- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty

## フィンガープリント A two sample test in high dimensional data' の研究トピックを掘り下げます。これらはともに一意のフィンガープリントを構成します。

## これを引用

*Journal of Multivariate Analysis*,

*114*(1), 349-358. https://doi.org/10.1016/j.jmva.2012.08.014