| Document Type
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BL
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| Record Number
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667181
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| Doc. No
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dltt
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| Main Entry
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Desai, Tejas
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| Title & Author
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A multiple-testing approach to the multivariate Behrens-Fisher problem : with simulations and examples in SAS® /\ Tejas Desai
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| Publication Statement
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New York :: Springer,, c2013
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| Series Statement
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SpringerBriefs in Statistics
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| Page. NO
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1 online resource (59 p.)
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| ISBN
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9781461464433 (electronic bk.)
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: 1461464439 (electronic bk.)
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9781461464426
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| Bibliographies/Indexes
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Includes bibliographical references
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| Contents
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On Testing for Multivariate Normality -- On Testing Equality of Covariance Matrices -- On Heteroscedastic MANOVA
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| Abstract
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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 Fisher's 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
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| Subject
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Bayesian statistical decision theory
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| Dewey Classification
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519.5/42
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570.285
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| LC Classification
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QH324.2
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QH324.2
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| Added Entry
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Ohio Library and Information Network
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