Detecting Changes under Multivariate Normal Distributions via the Generalized Inference
It is commonly encountered in many fields to detect whether a change occurs on a population after a special process. Based on observations for describing the population before and after the process, we formulate this problem as two statistical hypotheses testing problems within a framework of multiv...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2021-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2021/5526717 |
Summary: | It is commonly encountered in many fields to detect whether a change occurs on a population after a special process. Based on observations for describing the population before and after the process, we formulate this problem as two statistical hypotheses testing problems within a framework of multivariate statistical analysis and then propose a generalized inference approach to solve them. The corresponding generalized p values and their calculation details are provided. The proposed method is also extended to multiple testing problems. Simulation studies show that the proposed p values have satisfactory frequentist performance. We illustrate our methods with a real application in manufacturing of bearings that are used in medical devices. |
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ISSN: | 1563-5147 |