Accession Number:

ADA052074

Title:

Studies in Support of the Application of Statistical Theory to Design and Evaluation of Operational Tests. Annex A. A Methodology for Determining the Power of Manova when the Observations are Serially Correlated.

Descriptive Note:

Final rept.,

Corporate Author:

GEORGIA INST OF TECH ATLANTA SCHOOL OF INDUSTRIAL AND SYSTEMS ENGINEERING

Personal Author(s):

Report Date:

1975-12-01

Pagination or Media Count:

121.0

Abstract:

This research addresses two related problems of multivariate statistical analysis. First, the effects of a multivariate time series on the MANOVA power function are investigated through the use of an experimental design. Second, a generalized procedure is developed for incorporating the multivariate time series into the MANOVA power function so that the effectiveness of ANOVA and MANOVA models in evaluating command and control systems, on the basis of powers of the tests, may be made. In order to make the analysis possible, a procedure to determine the power of MANOVA test was required. The MANOVA power function is not known in a closed or usable form consequently, a Monte Carlo procedure was used to determine the power of the MANOVA test. The maximum likelihood form of the MANOVA test statistic was utilized due to its ease of computation.

Subject Categories:

  • Statistics and Probability
  • Test Facilities, Equipment and Methods

Distribution Statement:

APPROVED FOR PUBLIC RELEASE