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On the monotonicity of the power functions of tests based on traces of multivariate beta matrices

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  • Perlman, Michael D.

Abstract

It is shown that for the MANOVA problem the power function of the test based on the trace of a multivariate beta matrix is monotonically increasing in each noncentrality parameter provided that the cutoff point is not too large. This result is also true for the problem of testing independence of two sets of variates.

Suggested Citation

  • Perlman, Michael D., 1974. "On the monotonicity of the power functions of tests based on traces of multivariate beta matrices," Journal of Multivariate Analysis, Elsevier, vol. 4(1), pages 22-30, March.
  • Handle: RePEc:eee:jmvana:v:4:y:1974:i:1:p:22-30
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    Cited by:

    1. Raymond Kan & Guofu Zhou, 2012. "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 139-187, May.

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