PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS

Abstract

We consider the problem of testing the equality of intermediate characteristic roots in two populations. The permutation test is investigated for testing the hypothesis. The exact distribution of the ratio of the largest characteristic roots across populations is derived under the assumption of multivariate normality. A Monte Carlo experiment is conducted to examine the performance of the permutation test under the assumptions that two population distributions are characterized by multivariate normal and contaminated multivariate normal distributions.