In this paper, we study the robustness of Hotelling's T 2 when sampling from a mixture of two multivariate normal distributions. First we investigate the robustness of the T 2 statistic s test of the hypothesis H 0: μ = 0 when the underlying distribution is the mixture of two normal populations. The effect on the actual significance level when the T 2 test is used s a test of H 0: μ 1 = 0 in the presence of exactly r outliers from N p(μ 2, Σ) in a sample of size N is also considered.
|Number of pages||15|
|Journal||Random Operators and Stochastic Equations|
|Publication status||Published - Jan 1 2002|
All Science Journal Classification (ASJC) codes
- Statistics and Probability