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
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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