On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
复制标题
论从两个多元正态总体的混合物中线性和二次型 III 抽样的霍特林 T2 检验 anb 分布的稳健性
DOI：
10.1080/03610928208828219
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发表时间：
1982
影响因子：
0.8
通讯作者：
H. Awan
中科院分区：
文献类型：
--
作者：
M. Srivastava;H. Awan
本文从两个p-co»分量多元正态分布中取样本，得到了(a)一个线性和一个二次型的联合分布，(b)两个二次型的联合分布。和JJ«，以及共同的协方差矩阵z#，还得到了当irji- + (1-ir)^ - j) t，其中w f O^i^l f为混合比例（污染，1-w）时Hotelling的t2统计量的分布。当标称水平a为0»0.05时，对某些特定参数组合计算a（显著性水平）的实际值*这些结果表明，如果马氏（平方）距离较大和/或样本量较大，即使污染小至0.05，测试的si2e也会有很大差异
In this paper, the joint distribution of (a) a linear and-a quadratic form, and (b) two quadratic forms are obtained when the sample is taken from a mixture of two p-co»ponent multivariate normal distributions with mean JJ. and JJ« respectively and common covarlaece matrix Z # Also the distribution of Hotelling's t2-statistic is obtained when irji- + (1-ir)^ - j) t where w f O^i^l f Is the mixing proportion (contamination, 1-w). Actual values of a (level of significance) when nominal level a Is 0»05 are computed for some particolar combination of parameters* These results show that the si2e of the test can differ greatly even for a contan-ination as small as 0,05 if the Mahalanobis (square) distance Is large and/or the sample size Is large