KMID : 0615219940190010177
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Journal of Kwangju Health 1994 Volume.19 No. 1 p.177 ~ p.185
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A study of bivariate sign test
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¼ÛÁ¤/Song J
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Abstract
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We introduced several Bivariate Sign Tests by Hodges, Blumen and Lee in this paper.
In the bivariate normal distribution with mean vector ( ¥ì_¥ö , ¥ì_y ) and unit variance, we compared powers of some Bivariate Sign Tests to test null hypothesis H_0 against H_1 by changing the significance level ¥á with the correlation coefficient ¥ñ, Mahalanobis distance ¥Ä^2, and the direction of shift ¥è in alternative hypothesis.
Because Hotelling¢¥s ¥Ó^2 test has the same power under the same Mahalanobis distance ¥Ä^2, by changing the direction of shift in alternative hypothesis, there is a significance to compare the ¥Ó^2 test with other Bivariate Sign Tests.
As a result, Lee¢¥s Bivariate Sign Test is more poweful than other Bivariate Sign Tests when the direction of shift ¥è in alternative hypothesis is about 45?? for positive ¥ñ. But Lee¢¥s Bivariate Sign Test does not have a correlation with the significance level and number of samples. And Hodges Bivariate Sign Test has some strength when the significance level is high.
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