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TESTS WITH OPTIMAL AVERAGE POWER IN MULTIVARIATE ANALYSIS

Samuel S. Wu, Hongying Li and George Casella
Statistica Sinica
Vol. 16, No. 1 (January 2006), pp. 255-266
Stable URL: http://www.jstor.org/stable/24307491
Page Count: 12
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TESTS WITH OPTIMAL AVERAGE POWER IN MULTIVARIATE ANALYSIS
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Abstract

It is well known that in a general multi-parameter setting, there may not exist any unique best test. More importantly, unlike the univariate case, the power of different test procedures could vary remarkably. In this article we extend results of Hsu (1945) and introduce a new class of tests that have best average power for multivariate linear hypotheses. A simple method to implement the new tests is also provided.

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