Abstract
A canonical reduction of Anderson's Classification Statistic in the case of two multivariate normal populations with different means and the same covariance matrix is obtained in this paper. The statistic and a similar statistic that arise in the estimation of relative potency of a new drug, using a composite response, are expressed in terms of χ2, non-central χ2- and normal variables. The moments of Anderson's statistic are derived and used for obtaining an asymptotic normal approximation to the chance of misclassification.
Original language | English |
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Pages (from-to) | 577-587 |
Number of pages | 11 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 27 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1998 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability