The covariance matrix is embedded in several statistics (such as the trace and general variance) of multivariate statistical analysis. We investigate the trace of the covariance matrix in the context of a two-step monotone incomplete sample drawn from Np+q(μ,Σ), a multivariate normal...

This paper investigates the hypothesis testing of a mean vector and covariance matrix for multi-populations in the context of two-step monotone incomplete data drawn from Np+q(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. Three null hypotheses are considered,...