A canonical form of Anderson's classification statistic

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)577-587
Number of pages11
JournalCommunications in Statistics - Theory and Methods
Volume27
Issue number3
DOIs
Publication statusPublished - 1998 Jan 1

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Canonical form
Statistic
Normal Population
Misclassification
Normal Approximation
Multivariate Normal
Asymptotic Approximation
Covariance matrix
Drugs
Composite
Moment

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

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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 journalArticle

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