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Bootstrapping analogs of the two-sample hotelling’s T2 test

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  • H. S. Rupasinghe Arachchige Don
  • L. C. R. Pelawa Watagoda

Abstract

Suppose there are two independent random samples from two populations or groups. A common multivariate two-sample test of hypotheses is H0:μ1=μ2$H_0: \mbox{\boldmath $\mu $}_1 = \mbox{\boldmath $\mu $}_2$ versus H1:μ1≠μ2$H_1: \mbox{\boldmath $\mu $}_1 \ne \mbox{\boldmath $\mu $}_2$ where μi$\mbox{\boldmath $\mu $}_i$ is a population location measure of the ith population for i = 1, 2. The two-sample Hotelling’s T2 test is the classical method, and is a special case of the one way MANOVA model if the two populations are assumed to have the same population covariance matrix. This paper suggests using a recent bootstrap technique to develop analogs of Hotelling’s T2 test. The new tests can have considerable outlier resistance, and the tests do not need the population covariance matrices to be equal.

Suggested Citation

  • H. S. Rupasinghe Arachchige Don & L. C. R. Pelawa Watagoda, 2018. "Bootstrapping analogs of the two-sample hotelling’s T2 test," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(9), pages 2172-2182, May.
    • Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2172-2182
    DOI: 10.1080/03610926.2017.1337146
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