Wu Yujun, Genton Marc G, Stefanski Leonard A
Department of Biostatistics, School of Public Health, University of Medicine and Dentistry of New Jersey, Piscataway, New Jersey 08854, USA.
Biometrics. 2006 Sep;62(3):877-85. doi: 10.1111/j.1541-0420.2006.00533.x.
We develop a new statistic for testing the equality of two multivariate mean vectors. A scaled chi-squared distribution is proposed as an approximating null distribution. Because the test statistic is based on componentwise statistics, it has the advantage over Hotelling's T2 test of being applicable to the case where the dimension of an observation exceeds the number of observations. An appealing feature of the new test is its ability to handle missing data by relying on only componentwise sample moments. Monte Carlo studies indicate good power compared to Hotelling's T2 and a recently proposed test by Srivastava (2004, Technical Report, University of Toronto). The test is applied to drug discovery data.
我们开发了一种用于检验两个多元均值向量是否相等的新统计量。提出了一种缩放后的卡方分布作为近似的零分布。由于检验统计量基于逐分量统计量，与霍特林T2检验相比，它具有适用于观测维度超过观测数量情况的优势。新检验的一个吸引人的特点是它能够仅依靠逐分量样本矩来处理缺失数据。蒙特卡罗研究表明，与霍特林T2检验以及斯里瓦斯塔瓦（2004年，多伦多大学技术报告）最近提出的检验相比，该检验具有良好的功效。该检验应用于药物发现数据。
