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Journal of Applied Sciences
  Year: 2012 | Volume: 12 | Issue: 13 | Page No.: 1390-1395
DOI: 10.3923/jas.2012.1390.1395
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Scale Invariant Follmann-type Tests

Samruam Chongcharoen and F.T. Wright

Suppose X1, X2, …, Xn is a random sample from the Np(θ, V) distribution. Consider H0: θ1 = θ2 = … = θp = 0 and H1: θi>0 for i = 1, 2, …, p, let H1-H0 denote the hypothesis that H1 holds but H0 does not and let~H0 denote the hypothesis that H0 does not hold. Because the Likelihood Ratio Test (LRT) of H0 versus H1-H0 is complicated, several ad hoc tests have been proposed. The proposed test is a permutation and scale invariant test statistic which includes information about the correlation structure in the sum of the sample mean. The simulation study showed that it maintain type I error rate level very well and it also give good powers. The proposed test also is compared with the existing one with these invariance properties.
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How to cite this article:

Samruam Chongcharoen and F.T. Wright, 2012. Scale Invariant Follmann-type Tests. Journal of Applied Sciences, 12: 1390-1395.

DOI: 10.3923/jas.2012.1390.1395






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