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
Descriptors:
Subject Categories:
- Statistics and Probability