The asymptotic powers of multivariate tests with grouped data

Research output: Contribution to journalArticle


In many situations (see, for example, Bennett, 1962), random variables which may be assumed to have a multivariate normal distribution cannot be measured exactly, but are each given one of a discrete number (usually two) of scores. One is therefore concerned with the problem of making inferences about the parameters of a multivariate normal distribution when the data are grouped. In this paper we consider the problem of testing the hypothesis that the mean vector is zero, and we will compare the asymptotic powers of certain tests.
Original languageEnglish
Pages (from-to)338-348
Number of pages11
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Issue number2
Publication statusPublished - Jul 1968
Externally publishedYes

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