Influence on Hotelling s Test Statistic

• 발행기관: 한국자료분석학회
• 저자명: 김명근(Myung Geun Kim)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.9 No.2, 545~551쪽, 전체 7쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2007.04.30

영문 초록

A diagnostic method of identifying influential observations in performing the Hotelling s T^2 test based on influence function is suggested by defining an appropriate functional whose value at the empirical distribution functions becomes the Hotelling s T^2 statistic. The maximum likelihood estimators are very sensitive to influential observations so that the Hotelling s T^2 statistic would be vulnerable to influential observations. The diagnostic method based on influence function may be useful for measuring the influence of observations on the Hotelling s T^2 statistic and it can be adapted to other statistical problems. A numerical example is provided for illustration.

목차

1. Introduction

2. Hotelling s T² Statistic

3. Influence Function

4. A Numerical Example

5. Concluding Remarks

References

키워드

Case deletion functional Hotelling s statistic influence function