Testing Means Using Hypothesis-Dependent Variance Estimates

Abstract

Some of the commonly used univariate and multivariate tests on means are studied where the usual hypothesis-independent variance estimates are replaced with the corresponding hypothesis-dependent variance estimates. This approach leads to tests that are equivalent to the corresponding traditional tests in the cases considered here except in one case. Understanding this can be beneficial to practitioners and students of statistics.

Key Words:

• Analysis of variance
• Hotelling's test
• MANOVA
• t test