A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem with Simulations and Examples in SAS?【電子書籍】[ Tejas Desai ]

＜p＞In statistics, the Behrens?Fisher problem is the problem of interval estimation and hypothesis testing concerning the difference between the means of two normally distributed populations when the variances of the two populations are not assumed to be equal, based on two independent samples. In his 1935 paper, Fisher outlined an approach to the Behrens-Fisher problem. Since high-speed computers were not available in Fisher’s time, this approach was not implementable and was soon forgotten. Fortunately, now that high-speed computers are available, this approach can easily be implemented using just a desktop or a laptop computer. Furthermore, Fisher’s approach was proposed for univariate samples. But this approach can also be generalized to the multivariate case. In this monograph, we present the solution to the afore-mentioned multivariate generalization of the Behrens-Fisher problem. We start out by presenting a test of multivariate normality, proceed to test(s) of equality of covari．．．楽天市場のショップで商品詳細の続きを見る