TY - JOUR
T1 - DIFFERENCE OF POWER TEST AND TYPE II ERROR (β) ON MARDIA MVN TEST, HENZE ZIKLER'S MVN TEST, AND ROYSTON'S MVN TEST USING MULTIVARIATE DATA ANALYSIS
AU - Anis, Wahyul
AU - Kuntoro,
AU - Melaniani, Soenarnatarlina
N1 - Publisher Copyright:
© 2021 Jurnal Biometrika dan Kependudukan.
PY - 2021/10/31
Y1 - 2021/10/31
N2 - The Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test are the most widely used tests to analyze multivariate normal (MVN) data, but there have not been many studies explaining the advantages and disadvantages of these tests. The research objective was to analyze the difference in test strength and type II (β) error in the Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test. The research data were analyzed using three MVN tests, namely the Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test. The results of the analysis in the form of test strength and type II error (β) would be compared at alpha (α) 1%, 5%, 10%, 15%, 20%, and 25%. The comparison results explained that the Mardia test had the greatest test strength and the smallest type II (β) error. The study concluded that the Mardia MVN test was a multivariate normal test better than Henze Zikler's MVN test and Royston's MVN test.
AB - The Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test are the most widely used tests to analyze multivariate normal (MVN) data, but there have not been many studies explaining the advantages and disadvantages of these tests. The research objective was to analyze the difference in test strength and type II (β) error in the Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test. The research data were analyzed using three MVN tests, namely the Mardia MVN test, Henze Zikler's MVN test, and Royston's MVN test. The results of the analysis in the form of test strength and type II error (β) would be compared at alpha (α) 1%, 5%, 10%, 15%, 20%, and 25%. The comparison results explained that the Mardia test had the greatest test strength and the smallest type II (β) error. The study concluded that the Mardia MVN test was a multivariate normal test better than Henze Zikler's MVN test and Royston's MVN test.
KW - Henze Zikler's MVN test
KW - Mardia MVN test
KW - Royston's MVN test
KW - multivariate normal test
UR - http://www.scopus.com/inward/record.url?scp=85181891924&partnerID=8YFLogxK
U2 - 10.20473/jbk.v10i2.2021.153-161
DO - 10.20473/jbk.v10i2.2021.153-161
M3 - Article
AN - SCOPUS:85181891924
SN - 2302-707X
VL - 10
SP - 153
EP - 161
JO - Jurnal Biometrika dan Kependudukan
JF - Jurnal Biometrika dan Kependudukan
IS - 2
ER -