Figure 2.
Power of the t*-test versus Mahalanobis distance for various c*, cz1, λ1. In the left panel, the vectors c* = cz1* ∝ 1 while in the right panel c* = e1 = (1, 0, …, 0)T and cz1* ∝ 1 which, for λ1 = 1 (green −×− line), give φ = ang(c*, Λ1−1
cz1*) = ang(c*, λ−11) = 0° and 72°, respectively. In both panels, λ1
1 are also chosen to give φ = 25° (dark green –o– line), 45° (dark green −+− line) and 65° (dark green –⋄– line). The remaining design parameters are J = 2, K = 10, α = 0.05, α1,1 = 0.01, α0,1 = 1, nT = 20, r = 0.5, n0 = 0.75n1, ν0 = n0 − 1.