A canonical form of Anderson's classification statistic

研究成果: Article

摘要

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.

原文English
頁(從 - 到)577-587
頁數11
期刊Communications in Statistics - Theory and Methods
27
發行號3
DOIs
出版狀態Published - 1998 一月 1

指紋

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

引用此文

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