PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS

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概要

• 論文の詳細を見る

• We consider the problem of testing the equality of intermediate characteristic roots in two populations. The permutation test is investigated for testing the hypothesis. The exact distribution of the ratio of the largest characteristic roots across populations is derived under the assumption of multivariate normality. A Monte Carlo experiment is conducted to examine the performance of the permutation test under the assumptions that two population distributions are characterized by multivariate normal and contaminated multivariate normal distributions.

• 日本計算機統計学会の論文

著者

• Takeda Yuichi

  Department of Instrumentation Engneering, Faculty of Science and Technology, Keio University

• Takeda Yuichi

  Department Of Mathematics Chuo University

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• PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS

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