For two multivariate normal populations with unequal covariance matrices, a procedure is developed for testing the equality of the mean vectors based on the concept of generalized p-values. The generalized p-values we have developed are functions of the sufficient statistics. The computation of...

The problem of testing the equality of sub-vectors of two multivariate normal mean vectors is addressed when the complementary sub-vectors are known to be equal, and the two populations have unequal covariance matrices. A test procedure is derived using the multivariate Satterthwaite...