SIMULTANEOUS TESTS FOR THE EQUALITY OF COVARIANCE MATRICES AGAINST CERTAIN ALTERNATIVES
Abstract
The paper considers the problem of testing for the equality of covariance matrices against certain alternatives when the underlying populations are multivariate normal. The alternative hypotheses considered are at least one covariance matrix is not equal to the covariance matrix of the next population, at least one covariance matrix is not equal to the covariance matrix of the standard population and at least one covariance matrix is not equal to the covariance matrix of another population.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1967
- Accession Number
- AD0653968
Entities
People
- Paruchuri R. Krishnaiah
Organizations
- Air Force Research Laboratory