Testing Equality of Mean Vectors in Two Sample Problem with Missing Data

Abstract

In this article, we propose tests for equality of mean vectors in two samples problem including missing data from multivariate normal population without condition of missing patterns. By using the idea of Srivastava (1985), we derive test statistics and simultaneous confidence intervals when covariance matrices are not equal. Finally, we investigate the behavior of the distribution of test statistics by Monte Carlo simulations.

Keywords:

• Behrens–Fisher Problem
• Hotelling's T ² test
• Likelihood ratio test
• Monte Carlo simulation
• Simultaneous confidence intervals

Mathematics Subject Classification:

• 62J15
• 62H15

Acknowledgments

The authors would like to thank the Associate Editor and the referee for helpful comments and suggestions.