Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Robustness of Chi-square Test Procedure for a Compounded Multivariate Normal Mean

  • Published : 1995.12.01
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Abstract

The rebustness of one sample Chi-square test for multivariate normal mean vector is investigated when the multivariate normal population is mixed with another multivariate normal population with differing in the mean vector. Explicit expressions for the level of significance and power of the test are derived. Some numerical results indicate that the Chi-square test procedure is quite robust against slight mixtures of multivariate normal populations differing in location parameters.

Keywords

References

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