Journal of Engineering and Applied Sciences
ISSN: Online 1818-7803ISSN: Print 1816-949x
Abstract
Box M statistic constructed under the multivariate normality distribution and is one of Llikelihood Ratio Test (LRT). The performance of traditional Box M statistic by utilizing classical estimators suffers from masking and swamping effects when there is outlier in data set. To ease the problem, robust estimators are suggested. A robust Box M statistic based on a S estimator, Ms suggested as the alternative to the classical Box Ms statistic. From the simulation study, the performance comparison of classical and M statistics are measured using power of test. From the results, it displayed that Ms has a competitive performance relative to the classical statistic. As a conclusion, Ms can be used for testing the equality of two difference covariance matrices or more when the data contains outlier.
How to cite this article:
Shamshuritawati Sharif, Nuraimi Ruslan and Tareq A.M. Atiany. A Modification of the Box M Statistics Using S Estimator.
DOI: https://doi.org/10.36478/jeasci.2018.3534.3540
URL: https://www.makhillpublications.co/view-article/1816-949x/jeasci.2018.3534.3540