An empirical evaluation of multivariate sequential procedures for testing means

The purpose of this study is to make an empirical evaluation of Multivariate Sequential Procedures for Testing Means as proposed by J. E. Jackson. This was done by simulated sampling from a multivariate normal population with known means, both when the variance-covariance matrix is assumed known (Sequential χ²-Test), and when it is assumed unknown (Sequential T² -Test). The results indicate the test procedure, either the Sequential χ²-Test or the Sequential T² -Test, lead to satisfactory decisions. The tests are conservative but the α and β errors are of an appropriate magnitude. The method (Bhate's Conjecture) used to approximate the Average Sample Number appears to give good estimates of the size of sample needed to obtain a decision.

Name thesis:degree_name

Master of Science

Level thesis:degree_level

masters

Discipline thesis:degree_discipline

Statistics

Department dc:contributor.department

Statistics

Grantor dc:publisher

Virginia Polytechnic Institute

Year dc:date.issued

1960

Author dc:creator

• Appleby, Robert Houston

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Language dc:language.iso

en_US

Handle dc:identifier.uri

http://hdl.handle.net/10919/76124

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/76124