MOST POWERFUL INVARIANT PERMUTATION TESTS

被引：2
|
作者：
RUNGER, GC [1 ]
EATON, ML [1 ]
机构：
[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1992年 / 42卷 / 02期
关键词：
MULTIVARIATE TEST; HOTELLING T(2); NONPARAMETRIC TEST; HYPOTHESIS TEST;
D O I：
10.1016/0047-259X(92)90043-F
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For testing that a distribution is invariant under the action of a finite group (e.g., the distribution is exchangeable) a most powerful test, against a specific alternative, among the class of tests invariant under a second, arbitrary group is obtained. After a class of permutation tests suitable for multivariate testing problems is described, application is made to a multivariate, nonparametric, two-sample problem. © 1992.
引用
收藏
页码：202 / 209
页数：8
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