A decomposition of the Bradley–Blackwood paired-samples omnibus test
Kevin Hayes,
Kevin O’Brien and
Anthony Kinsella
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 9892-9896
Abstract:
We show that the Bradley–Blackwood simultaneous test for equal means and equal variances in paired-samples additively decomposes into separate tests of these hypotheses. The test of equal variances in the decomposition is the standard Pitman–Morgan procedure. The test of equal means in the decomposition is based on a t-ratio with (n − 2) degrees of freedom and has the additional restriction that the variances are equal.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:20:p:9892-9896
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DOI: 10.1080/03610926.2016.1222439
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