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New Test Statistics for One and Two Mean Vectors with Two-step Monotone Missing Data

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  • Mizuki Onozawa
  • Ayaka Yagi
  • Takashi Seo

Abstract

We consider the tests for a single mean vector and two mean vectors with two-step monotone missing data. In this paper, we propose new test statistics for one sample and two sample designs based on the simplified T^2-type test statistic. Further, we present the approximation to the upper percentiles of these statistics and propose the transformed test statistics. Finally, we investigate the accuracy and asymptotic behavior of the approximation for X^2 distribution by a Monte Carlo simulation.

Suggested Citation

  • Mizuki Onozawa & Ayaka Yagi & Takashi Seo, 2020. "New Test Statistics for One and Two Mean Vectors with Two-step Monotone Missing Data," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 1-56, November.
    • Handle: RePEc:ibn:ijspjl:v:9:y:2020:i:6:p:56
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    References listed on IDEAS

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    1. Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K., 2006. "Two-sample inference for normal mean vectors based on monotone missing data," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2162-2176, November.
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    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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