
Accession Number : AD0750689
Title : Some Measures for Discriminating between Normal Multivariate Distributions with Equal Covariance Matrices.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Chernoff,Herman
Report Date : 28 AUG 1972
Pagination or Media Count : 17
Abstract : Suppose that a statistician is permitted access to data which are more precise under (H sub 1) than under (H sub 2) where each hypothesis specifies a multivariate normal distribution. He is also allowed a choice between additional data more precise under (H sub 1) than under (H sub 2) or data in which the reverse is true. In a previous paper it was shown that if a linear discriminant function is used there is a premium on selecting the additional data to be more precise under (H sub 1). In the paper this result is extended to the case where the likelihoodratio test is used. The results involve several alternate measures for discriminating between normal multivariate distributions with unequal covariance matrices. (Author)
Descriptors : (*MULTIVARIATE ANALYSIS, DISTRIBUTION FUNCTIONS), MATRICES(MATHEMATICS), MEASURE THEORY, PROBABILITY, THEOREMS, MATHEMATICAL PREDICTION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE