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MULTIPLE COMPARISISONS OF MEAN VECTORS
Posted:
Jun 21, 1996 4:53 AM
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Hallo overthere,
I need a procedure to compare several mean vectors simultaneously. We have e.g. three multivariate normal distributed random vectors with mean m1,m2,m3 and the same covariance matrix Sigma. Each random vector has 4 variables. I want to implement a test on Mathematica.
Now we want to test simultaneously
H1: m1=m2
H2: m1=m3
H3: m2=m3
of these three random vectors and not of each variable. In univariate case it is the Scheffe, Tukey and so on, but in multivariate case I don`t know.
Anyway, which teststatistic, I would need the teststatitic and the quantiles or how to compute p-values for that test.
So, please if this, is not a problem for you, please help me and send your answer directly to me:
Best wishes
hope to hear from you soon
Wolfgang Hitzl
Institute for Mathematics, University of Innsbruck, Austria e-mail:W.Hitzl@uibk.ac.at
So all I want to know is which test, a
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