On the performance of some statistics in discriminant analysis based on covariates

In this paper we study the behavior of three statistics suggested for testing the hypothesis, H₀ : μ₁ = μ₂, in the two sample case, in the presence of covariables. Power comparisons are made in the case when δ₂, the difference of the mean vectors in the covariates, is not equal to zero. This extends an earlier paper of the authors Sanklya Ser. B35 51–78], where δ₂ was assumed to be equal to zero. The results reiterate those obtained in the above cited paper that for low observed values of D_q² one would use t₂ otherwise t₃ would be recommended. The statistic t₁ does not seem to be appropriate for testing this hypothesis.