TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On Hotelling’s T² test in a special paired sample case
JF  - Communications in Statistics - Theory and Methods
N2  - In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.
KW  - complete block symmetry
KW  - Hotelling’s T² test
KW  - likelihood ratio test
KW  - uniformly most powerful invariant test
Y1  - 2017
U6  - http://dx.doi.org/10.1080/03610926.2017.1408828
SN  - 1532-415X
VL  - 48
IS  - 2
SP  - 257
EP  - 267
PB  - Taylor & Francis
CY  - London
ER  -