The Generalization of Student's Ratio. SS. 360-378. In: The Annals of Mathematical Statistics. Vol. 2, No. 3.

Hotelling, Harold.

Verlag: Michigan Edwards, 1931

Beschreibung

(25 x 17,5 cm). SS. (307)-378. Original-Broschur. Erste Ausgabe einer seiner Hauptarbeiten. - "Hotelling's best known statistical contributions in multivariate analysis remain vital and current to present times. These specifically include Hotelling's T2, principal components, and a number of correlational techniques. Hotelling (1931) had recognized that experiments often have multiple measurements on each individual, and thus multiple univariate t-tests would be correlated. Hotelling's elegant solution was to propose a vector formulation of Student's test which yields a quadratic form whose distribution under the null hypothesis is that of an F-distribution. In particular, he showed that the general distribution of the T2 does not depend on nuisance parameters, but only on a quadratic form in the population mean vector, in which the matrix of the quadratic form is the inverse of the population covariance matrix. In showing this, Hotelling made use of invariance, thereby anticipating a theory developed much later. The multivariate version of Student's t-statistic remains known as Hotelling's T2 statistic" (Encyclopedia of Mathematics). - Hotelling (1895-1973) gilt als einer der wichtigsten Statistiker und Ökonomen des frühen 20. Jahrhunderts. - Sauber und wohlerhalten. Bestandsnummer des Verkäufers 113836-01

Bibliografische Details

Titel: The Generalization of Student's Ratio. SS. ...

Verlag: Michigan Edwards

Erscheinungsdatum: 1931

Einband: Softcover

Auflage: 1. Auflage