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Journal of Engineering and Applied Sciences

A Modification of the Box M Statistics Using S Estimator
Shamshuritawati Sharif, Nuraimi Ruslan and Tareq A.M. Atiany

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, 2018. A Modification of the Box M Statistics Using S Estimator. Journal of Engineering and Applied Sciences, 13: 3534-3540.

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