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A decomposition of the Bradley–Blackwood paired-samples omnibus test

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  • Kevin Hayes
  • Kevin O’Brien
  • Anthony Kinsella

Abstract

We show that the Bradley–Blackwood simultaneous test for equal means and equal variances in paired-samples additively decomposes into separate tests of these hypotheses. The test of equal variances in the decomposition is the standard Pitman–Morgan procedure. The test of equal means in the decomposition is based on a t-ratio with (n − 2) degrees of freedom and has the additional restriction that the variances are equal.

Suggested Citation

  • Kevin Hayes & Kevin O’Brien & Anthony Kinsella, 2017. "A decomposition of the Bradley–Blackwood paired-samples omnibus test," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 9892-9896, October.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:20:p:9892-9896
    DOI: 10.1080/03610926.2016.1222439
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