Accession Number:

AD0646839

Title:

THE GENERALIZED VARIANCE: TESTING AND RANKING PROBLEMS,

Descriptive Note:

Corporate Author:

CHICAGO UNIV ILL

Personal Author(s):

Report Date:

1967-01-01

Pagination or Media Count:

8.0

Abstract:

The note shows that, for a sample from a multivariate normal distribution, the density function of the sample generalized variance possesses a monotone likelihood ratio. This result is used to construct a uniformly most powerful invariant test for a testing problem concerning the population generalized variance. Also, the result is applied to the problem of ranking multivariate normal populations according to the size of their generalized variances. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE