Three approximate solutions to the multivariate Behrens-Fisher problem

被引：21

作者：

Yanagihara, H ^{[1
]}

Yuan, KH

机构：

[1] Univ Tsukuba, Grad Sch Syst & Informat Engn, Dept Social Syst & Management, Tsukuba, Ibaraki 3058573, Japan

[2] Univ Notre Dame, Dept Psychol, Notre Dame, IN 46556 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2005年 / 34卷 / 04期

基金：

美国国家科学基金会;

关键词：

asymptotic expansion; Bartlett correction; chi-square approximation; F approximation; modified Bartlett correction;

D O I：

10.1080/03610910500308396

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：

This article provides three approximate solutions to the multivariate Behrens-Fisher problem: the F statistic, the Bartlett, as well as the modified Bartlett corrected statistics. Empirical results indicate that the F statistic outperforms the other two and five existing procedures. The modified Bartlett corrected statistic is also very competitive.

引用

页码：975 / 988

页数：14

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