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 |
|---|---|
| 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 Jan 1 |
Fingerprint
All Science Journal Classification (ASJC) codes
- Statistics and Probability
Cite this
}
A canonical form of Anderson's classification statistic. / Shyr, Yu.
In: Communications in Statistics - Theory and Methods, Vol. 27, No. 3, 01.01.1998, p. 577-587.Research output: Contribution to journal › Article
TY - JOUR
T1 - A canonical form of Anderson's classification statistic
AU - Shyr, Yu
PY - 1998/1/1
Y1 - 1998/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0347506622&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0347506622&partnerID=8YFLogxK
U2 - 10.1080/03610929808832114
DO - 10.1080/03610929808832114
M3 - Article
AN - SCOPUS:0347506622
VL - 27
SP - 577
EP - 587
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 3
ER -