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A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem: with Simulations and Examples in SAS®
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Catalogue Information
Field name
Details
Dewey Class
519.5
Title
A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem ([Ebook]) : with Simulations and Examples in SAS® / by Tejas Desai.
Author
Desai, Tejas
Other name(s)
SpringerLink (Online service)
Publication
New York, NY : Springer
, 2013.
Physical Details
V, 55 pages : online resource.
Series
SpringerBriefs in Statistics
2191-544X
ISBN
9781461464433
Summary Note
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 Fisherâs 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, Fisherâs 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 covariance matrices, and end with our solution to the multivariate Behrens-Fisher problem. All methods proposed in this monograph will be include both the randomly-incomplete-data case as well as the complete-data case. Moreover, all methods considered in this monograph will be tested using both simulations and examples.:
Contents note
Introduction -- On Testing for Multivariate Normality -- On Testing Equality of Covariance Matrices -- On Heteroscedastic MANOVA -- References.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-1-4614-6443-3
Links to Related Works
Subject References:
Mathematical Statistics
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Statistical Theory and Methods
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Statistics
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Statistics and Computing/Statistics Programs
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Statistics, general
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Authors:
Desai, Tejas
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Corporate Authors:
SpringerLink (Online service)
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Series:
SpringerBriefs in Statistics
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Classification:
519.5
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519.5 (DDC 23)
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