Power Of Test: Box M’s Test Versus Jennrich’s Test

Power Of Test: Box M’s Test Versus Jennrich’s Test

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-...

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Main Authors: Nur Syahidah, Yusoff, M. A., Djauhari, Shamshuritawati, Shariff
Format: Conference or Workshop Item
Language:English
English
Published: 2016
Subjects:
Q Science (General)
Online Access:http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf
http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf
http://umpir.ump.edu.my/id/eprint/12018/
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Institution: Universiti Malaysia Pahang
Language: English
English
id my.ump.umpir.12018
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spelling my.ump.umpir.120182017-04-27T05:40:42Z http://umpir.ump.edu.my/id/eprint/12018/ Power Of Test: Box M’s Test Versus Jennrich’s Test Nur Syahidah, Yusoff M. A., Djauhari Shamshuritawati, Shariff Q Science (General) 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. 2016 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf application/pdf en http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf 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. .
institution Universiti Malaysia Pahang
building UMP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Pahang
content_source UMP Institutional Repository
url_provider http://umpir.ump.edu.my/
language English
English
topic Q Science (General)
spellingShingle Q Science (General)
Nur Syahidah, Yusoff
M. A., Djauhari
Shamshuritawati, Shariff
Power Of Test: Box M’s Test Versus Jennrich’s Test
description 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.
format Conference or Workshop Item
author Nur Syahidah, Yusoff
M. A., Djauhari
Shamshuritawati, Shariff
author_facet Nur Syahidah, Yusoff
M. A., Djauhari
Shamshuritawati, Shariff
author_sort Nur Syahidah, Yusoff
title Power Of Test: Box M’s Test Versus Jennrich’s Test
title_short Power Of Test: Box M’s Test Versus Jennrich’s Test
title_full Power Of Test: Box M’s Test Versus Jennrich’s Test
title_fullStr Power Of Test: Box M’s Test Versus Jennrich’s Test
title_full_unstemmed Power Of Test: Box M’s Test Versus Jennrich’s Test
title_sort power of test: box m’s test versus jennrich’s test
publishDate 2016
url http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf
http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf
http://umpir.ump.edu.my/id/eprint/12018/
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