Accession Number:

AD0653968

Title:

SIMULTANEOUS TESTS FOR THE EQUALITY OF COVARIANCE MATRICES AGAINST CERTAIN ALTERNATIVES

Descriptive Note:

Corporate Author:

AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH

Personal Author(s):

Report Date:

1967-03-01

Pagination or Media Count:

18.0

Abstract:

The paper considers the problem of testing for the equality of covariance matrices against certain alternatives when the underlying populations are multivariate normal. The alternative hypotheses considered are at least one covariance matrix is not equal to the covariance matrix of the next population, at least one covariance matrix is not equal to the covariance matrix of the standard population and at least one covariance matrix is not equal to the covariance matrix of another population.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE