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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 JKSS(Journal of the Korean Statistical Society) Journal of the Korean Statistical Society 제19권 제2호
- 발행연도
- 1990.1
- 수록면
- 182 - 185 (4page)
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Let a p-component vector y have a p-variate normal distribution $N(b\theta, \Sigma), \Sigma$ unknown, b specified, then for testing $\theta = 0$ against general $\theta$, Khatri and Rao (1987) derive a certain t test and obtain its power function. This paper presents a direct derivation of this power function in terms of the original variates unlike Khatri and Rao (1987) who resort to the canonical transformations of the original variates and the conditional distributions.
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