A Computational Approach Test for the Equality of Two Multivariate Normal Mean Vectors under Heterogeneity of Covariance Matrices

Esra Gökpınar; Sezen Karanfil; Meral Ebegil; Yaprak Arzu Ozdemir; Fikri Gökpınar

doi:10.57805/revstat.v20i2.368

A Computational Approach Test for the Equality of Two Multivariate Normal Mean Vectors under Heterogeneity of Covariance Matrices

Authors

Esra Gökpınar Gazi University https://orcid.org/0000-0003-2148-4940
Sezen Karanfil Gazi University https://orcid.org/0000-0002-4076-6196
Meral Ebegil Gazi University https://orcid.org/0000-0003-4798-3422
Yaprak Arzu Ozdemir Gazi University https://orcid.org/0000-0003-3752-9744
Fikri Gökpınar Gazi University https://orcid.org/0000-0002-6310-8727

DOI:

https://doi.org/10.57805/revstat.v20i2.368

Keywords:

Computational Approach Test, Parametric Bootstrap Approach, Simulation Study

Abstract

In this paper, a computational approach test (CAT) was proposed to test the equality of two multivariate normal mean vectors under heterogeneity of covariance matrices. The proposed test was compared with the other popular tests as well as their CAT versions in terms of estimated type I error rate and power. Simulation study shows that the proposed test and CAT versions of tests can be used as a good alternative test to test the equality of two multivariate normal mean vectors under heterogeneity of covariance matrices.

Downloads

REVSTAT2022v20n2_2

Published

2022-05-03

How to Cite

Gökpınar , E., Karanfil , S., Ebegil, M., Arzu Ozdemir , Y., & Gökpınar , F. (2022). A Computational Approach Test for the Equality of Two Multivariate Normal Mean Vectors under Heterogeneity of Covariance Matrices. REVSTAT-Statistical Journal, 20(2), 151–177. https://doi.org/10.57805/revstat.v20i2.368