1998
DOI: 10.5183/jjscs1988.11.9
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Nonparametric Test for Equality of Intermediate Latent Roots in Non-Normal Distribution

Abstract: Two-sample problem is considered to test the equality of the intermediate latent roots of two covariance matrices assuming non-normal distributions.The nonparametric method known as the Moses rank-like test is proposed for principal component scores(PC-scores), and its efficiency is compared with the Ansari-Bradley test and Ftest by Monte Carlo experiments. This testing procedure turns out to be very useful when the population latent roots are sufficiently distinct and the sample sizes increase.

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“…The Moses test is free from position parameters for PC-scores distribution, but the researchers suggested that the subgroup size should be large but must not be greater than 10 (Hollander, 1968). The comparison between Moses test with Ansari-Bradley and F tests are made in term of efficiency (Ushizawa & Sato, 1998). The Monte Carlo simulation has been used to compare the reliability of the testing comparison between these three tests.…”
Section: Introductionmentioning
confidence: 99%
“…The Moses test is free from position parameters for PC-scores distribution, but the researchers suggested that the subgroup size should be large but must not be greater than 10 (Hollander, 1968). The comparison between Moses test with Ansari-Bradley and F tests are made in term of efficiency (Ushizawa & Sato, 1998). The Monte Carlo simulation has been used to compare the reliability of the testing comparison between these three tests.…”
Section: Introductionmentioning
confidence: 99%