Accession Number:

AD0750689

Title:

Some Measures for Discriminating between Normal Multivariate Distributions with Equal Covariance Matrices.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-08-28

Pagination or Media Count:

17.0

Abstract:

Suppose that a statistician is permitted access to data which are more precise under H sub 1 than under H sub 2 where each hypothesis specifies a multivariate normal distribution. He is also allowed a choice between additional data more precise under H sub 1 than under H sub 2 or data in which the reverse is true. In a previous paper it was shown that if a linear discriminant function is used there is a premium on selecting the additional data to be more precise under H sub 1. In the paper this result is extended to the case where the likelihood-ratio test is used. The results involve several alternate measures for discriminating between normal multivariate distributions with unequal covariance matrices. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE