Minimax character of the two‐sample χ2‐test

H. Luschgy

Statistica Neerlandica, 1982, vol. 36, issue 3, 129-134

Abstract: Abstract We consider the problem of testing equality of the mean vectors of two multivariate normal populations when covariates are present and the covariance matrix is known. As an application of the Hunt‐Stein theorem it is shown that the χ2‐‐test of level a maximizes, among all level a tests, the minimum power on each of the contours where the χ2‐‐test has constant power. A corollary is that the χ2‐‐test is most stringent level a.

Date: 1982
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