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Biometrika 1971 58(1):123-127; doi:10.1093/biomet/58.1.123
© 1971 by Biometrika Trust
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Some optimal multivariate tests

S. JOHN

Australian National University

Tests that are best for detecting small deviations from the null hypothesis are derived for a number of hypotheses concerning multivariate normal populations. Both one-sided and two-sided tests are considered.

Key Words: Hypothesis testing for the multivariate normal distribution • Tests about covariance matrices • Test of sphericity • Test of independence of two sets of normal variables • Multivariate dispersion analysis • Invariant tests • Locally most powerful tests • Unbiased tests • Two-sided multivariate tests


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