Some Power Comparisons between Bivariate Tests and a Twofold Univariate Test

Summary The paper describes a comparative study of the power of four bivariate tests of linear hypotheses and of a “twofold univariate” test equivalent to applying separate F-tests to the two variables. The powers of the multivariate tests are estimated by Monte Carlo methods, and that of the twofold univariate test is derived by a method using characteristic functions. Graphs describing the powers are given, leading to practical recommendations in terms of parameters which have a simple intuitive meaning.