Nur Syahidah, Yusoff and M. A., Djauhari and Shamshuritawati, Shariff (2016) Power Of Test: Box M’s Test Versus Jennrich’s Test. In: Recent Research In Social Sciences International Conference (SOCSIC 2016) , 31 May-2 June 2016 , Bandung, Indonesia. .
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Abstract
The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. The most popular and widely used tests are Box M’s test (M-test) and Jennrich’s test (J-test). In this paper, we focus on the performance of both tests. For that purpose, the power of test of both tests will be derived and analyzed. A simulation study will be presented to illustrate the performance of the both tests.
| Item Type: | Conference or Workshop Item (Lecture) |
|---|---|
| Uncontrolled Keywords: | Power of test; Box M’s test; Jennrich’s test |
| Subjects: | Q Science > Q Science (General) |
| Faculty/Division: | Faculty of Industrial Sciences And Technology |
| Depositing User: | Mrs. Neng Sury Sulaiman |
| Date Deposited: | 01 Apr 2016 03:39 |
| Last Modified: | 27 Apr 2017 05:40 |
| URI: | http://umpir.ump.edu.my/id/eprint/12018 |
| Download Statistic: | View Download Statistics |
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