A canonical form of Anderson's classification statistic

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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
Issue number3
Publication statusPublished - 1998

All Science Journal Classification (ASJC) codes

  • Statistics and Probability


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