DISTANCES BETWEEN NORMAL-POPULATIONS WHEN COVARIANCE MATRICES ARE UNEQUAL

被引：7
|
作者：
PARK, PS [1 ]
KSHIRSAGAR, AM [1 ]
机构：
[1] UNIV MICHIGAN,DEPT BIOSTAT,ANN ARBOR,MI 48109
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 12期
关键词：
MAHALONOBISS DISTANCE; RAOS U STATISTIC; DISTANCES BETWEEN SEVERAL POPULATIONS; CANONICAL CORRELATIONS;
D O I：
10.1080/03610929408831463
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The definition of distance between two populations of equal covariance matrices is extended to two and more than two populations with unequal covariance matrices and Rao's U test for testing the conditional contribution of a subset of variables to the distance is extended to this situation, even when sample sizes are not necessarily the same.
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页码：3549 / 3556
页数：8
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