## Abstract

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.

Original language | English |
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Pages (from-to) | 89-103 |

Number of pages | 15 |

Journal | Random Operators and Stochastic Equations |

Volume | 10 |

Issue number | 1 |

Publication status | Published - Jan 1 2002 |

## All Science Journal Classification (ASJC) codes

- Analysis
- Statistics and Probability

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