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On the monotonicity of the power functions of tests based on traces of multivariate beta matrices |
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| Authors: | Michael D Perlman |
| Institution: | Department of Statistics, University of Chicago, Chicago, Illinois 60637 USA |
| Abstract: | It is shown that for the MANOVA problem the power function of the test based on the trace of a multivariate beta matrix is monotonically increasing in each noncentrality parameter provided that the cutoff point is not too large. This result is also true for the problem of testing independence of two sets of variates. |
| Keywords: | 62H15 MANOVA problem testing independence of variates power functions invariant tests monotonicity convexity trace test multivariate beta matrix |
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