Hotelling's T 2 when sampling from a contaminated normal rnodel: Robustness and outliers

A. K.A. Amey, A. K. Gupta

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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 p2, Σ) in a sample of size N is also considered.

Original languageEnglish
Pages (from-to)89-103
Number of pages15
JournalRandom Operators and Stochastic Equations
Volume10
Issue number1
Publication statusPublished - Jan 1 2002

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All Science Journal Classification (ASJC) codes

  • Analysis
  • Statistics and Probability

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