An Alternative Solution to Hotelling T square under the Heteroscedasticity of the dispersion Matrix
This work focus on developing an alternative procedure to the multivariate Behrens-Fisher problem by using an approximate degree of freedom test which was adopted from Satterthwaite univariate procedure. The proposed procedure was compared via R package simulation and real-life data used by Tim (1975) with six (6) existing procedures namely: Johanson, Yao, Krishnamoorthy, Hotelling T square, Nel and Van der Merwe and Yanagihara. And it was discovered that proposed procedure performed better in term of power of the test than all existing procedures considered in all the scenarios that are at different: (i) random variables (p), (ii) variancecovariance matrix, (iii) sample size and (iv) significant level (α). And compete favorably well in term of type I error rate with Johanson, Yao, Krishnamoorthy, Nel, and Van der Merwe.
P.O. Adebayo and G.M. Oyeyemi
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