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Detecting Changes under Multivariate Normal Distributions via the Generalized Inference

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  • Weiyan Mu
  • Xin Wang
  • Xi Wu
  • Shifeng Xiong

Abstract

It is commonly encountered in many fields to detect whether a change occurs on a population after a special process. Based on observations for describing the population before and after the process, we formulate this problem as two statistical hypotheses testing problems within a framework of multivariate statistical analysis and then propose a generalized inference approach to solve them. The corresponding generalized values and their calculation details are provided. The proposed method is also extended to multiple testing problems. Simulation studies show that the proposed values have satisfactory frequentist performance. We illustrate our methods with a real application in manufacturing of bearings that are used in medical devices.

Suggested Citation

  • Weiyan Mu & Xin Wang & Xi Wu & Shifeng Xiong, 2021. "Detecting Changes under Multivariate Normal Distributions via the Generalized Inference," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-7, May.
    • Handle: RePEc:hin:jnlmpe:5526717
    DOI: 10.1155/2021/5526717
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