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 likelihood-ratio 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