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Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population

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  • Sueli Aparecida Mingoti
  • Graziele Umbelina Alves Ferreira

Abstract

In this paper, we introduce a version of Hayter and Tsui's statistical test with double sampling for the vector mean of a population under multivariate normal assumption. A study showed that this new test was more or as efficient than the well-known Hotelling's T2 with double sampling. Some nice features of Hayter and Tsui's test are its simplicity of implementation and its capability of identifying the errant variables when the null hypothesis is rejected. Taking that into consideration, a new control chart called HTDS is also introduced as a tool to monitor multivariate process vector mean when using double sampling.

Suggested Citation

  • Sueli Aparecida Mingoti & Graziele Umbelina Alves Ferreira, 2016. "Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(15), pages 4365-4377, August.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:15:p:4365-4377
    DOI: 10.1080/03610926.2014.909940
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