A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem

Name: A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem
Brand: Springer, Berlin
SKU: 9781461464426
Price: 917 CZK
Availability: InStock

with Simulations and Examples in SAS®

Autor: Tejas Desai

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

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In statistics, the Behrens Fisher problem is the problem of interval estimation and hypothesis testi...

Informace o knize

Autor

Tejas Desai

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2013

Stránek

EAN

9781461464426

ISBN

1461464420

Enbook ID

01428547

Vydavatel

Springer, Berlin

Hmotnost

118

Rozměry

156 x 238 x 6

Kompletní popis

In statistics, the Behrens Fisher problem is the problem of interval estimation and hypothesis testing concerning the difference between the means of two normally distributed populations when the variances of the two populations are not assumed to be equal, based on two independent samples. In his 1935 paper, Fisher outlined an approach to the Behrens-Fisher problem. Since high-speed computers were not available in Fisher s time, this approach was not implementable and was soon forgotten. Fortunately, now that high-speed computers are available, this approach can easily be implemented using just a desktop or a laptop computer. Furthermore, Fisher s approach was proposed for univariate samples. But this approach can also be generalized to the multivariate case.§In this monograph, we present the solution to the afore-mentioned multivariate generalization of the Behrens-Fisher problem. We start out by presenting a test of multivariate normality, proceed to test(s) of equality of covariance matrices, and end with our solution to the multivariate Behrens-Fisher problem. All methods proposed in this monograph will be include both the randomly-incomplete-data case as well as the complete-data case. Moreover, all methods considered in this monograph will be tested using both simulations and examples.

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A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem

with Simulations and Examples in SAS®

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také