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

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 differen...

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Main Authors: Wahyul Anis, Kuntoro Kuntoro, Soenarnatalina Melaniani
Format: Article
Language:English
Published: Universitas Airlangga 2021-10-01
Series:Jurnal Biometrika dan Kependudukan
Subjects:
Online Access:https://e-journal.unair.ac.id/JBK/article/view/22426
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author Wahyul Anis
Kuntoro Kuntoro
Soenarnatalina Melaniani
author_facet Wahyul Anis
Kuntoro Kuntoro
Soenarnatalina Melaniani
author_sort Wahyul Anis
collection DOAJ
description 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.
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spelling doaj.art-1be8457d0f3b43fabcf1215587e24e422022-12-21T23:00:12ZengUniversitas AirlanggaJurnal Biometrika dan Kependudukan2302-707X2540-88282021-10-0110215316110.20473/jbk.v10i2.2021.153-16113994DIFFERENCE 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 ANALYSISWahyul Anis0Kuntoro Kuntoro1Soenarnatalina Melaniani2Faculty of Medicine, Universitas Airlangga, 60132 Surabaya, East Java, IndonesiaFaculty of Public Health, Universitas Airlangga, 60115 Surabaya, East Java, IndonesiaFaculty of Public Health, Universitas Airlangga, 60115 Surabaya, East Java, IndonesiaThe 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.https://e-journal.unair.ac.id/JBK/article/view/22426multivariate normal test, mardia mvn test, henze zikler's mvn test, royston's mvn test
spellingShingle Wahyul Anis
Kuntoro Kuntoro
Soenarnatalina Melaniani
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
Jurnal Biometrika dan Kependudukan
multivariate normal test, mardia mvn test, henze zikler's mvn test, royston's mvn test
title 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
title_full 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
title_fullStr 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
title_full_unstemmed 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
title_short 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
title_sort 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
topic multivariate normal test, mardia mvn test, henze zikler's mvn test, royston's mvn test
url https://e-journal.unair.ac.id/JBK/article/view/22426
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AT kuntorokuntoro differenceofpowertestandtypeiierrorbonmardiamvntesthenzeziklersmvntestandroystonsmvntestusingmultivariatedataanalysis
AT soenarnatalinamelaniani differenceofpowertestandtypeiierrorbonmardiamvntesthenzeziklersmvntestandroystonsmvntestusingmultivariatedataanalysis