A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem: with Simulations and Examples in SAS® (SpringerBriefs in Statistics) - Softcover

Desai, Tejas

 
9781461464426: A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem: with Simulations and Examples in SAS® (SpringerBriefs in Statistics)
Softcover
ISBN 10: 1461464420 ISBN 13: 9781461464426
Verlag: Springer, 2013

Inhaltsangabe

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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Über die Autorin bzw. den Autor

Tejas A. Desai is Assistant Professor at The Adani Institute of Infrastructure Management

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
1461464420
ISBN 13 
9781461464426
Einband
Taschenbuch
Anzahl der Seiten
64
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Weitere beliebte Ausgaben desselben Titels

9781461464440: A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem: with Simulations and Examples in SAS®

Vorgestellte Ausgabe

ISBN 10:  1461464447 ISBN 13:  9781461464440
Verlag: Springer, 2013
Softcover