THE GENERALIZED VARIANCE: TESTING AND RANKING PROBLEMS,

Abstract

The note shows that, for a sample from a multivariate normal distribution, the density function of the sample generalized variance possesses a monotone likelihood ratio. This result is used to construct a uniformly most powerful invariant test for a testing problem concerning the population generalized variance. Also, the result is applied to the problem of ranking multivariate normal populations according to the size of their generalized variances. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1967
Accession Number
AD0646839

Entities

People

  • Morris L. Eaton

Organizations

  • University of Chicago

Tags

DTIC Thesaurus Topics

  • Behavior And Behavior Mechanisms
  • Behavioral Disciplines And Activities
  • Behavioral Sciences
  • Cooperation
  • Distribution Functions
  • Functions (Mathematics)
  • Group Dynamics
  • Mathematics
  • Normal Distribution
  • Psychology

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.