Let us consider two populations having p-variate normal distributions
with a common variance-covariance matrix where the parameters are know
n. Let X denote the vector of observations on an experimental unit who
se origin is uncertain. A test is proposed to test the hypothesis that
X is distributed according to one of the two distributions against th
e hypothesis of a third normal distribution with a mean that is a line
ar combination of the means of the two populations. Simulations were p
erformed to check the level and the power of the test under various hy
potheses. An example is presented.