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Practical methods for computing power in testing the multivariate general linear hypothesis. (English) Zbl 0571.65119

Approximations (for the non-null mean case) to the following multivariate linear hypothesis tests are provided: Wilks, Hotelling, Pillai-Bartlett trace. These approximations use the non-central F distribution. Selection of a test statistic for experimental designs is made, and a table of notation equivalences for the tests and algorithms for power computation (direct and indirect) are given.
Reviewer: L.F.Pau

MSC:

65C99 Probabilistic methods, stochastic differential equations
62H15 Hypothesis testing in multivariate analysis
62K05 Optimal statistical designs
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