A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix (Q3738411)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix |
scientific article |
Statements
A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix (English)
0 references
1986
0 references
Hotelling's T square test
0 references
one stage test
0 references
mean of a multivariate normal distribution
0 references
unknown covariance matrix
0 references
Comparisons
0 references
two-stage tests
0 references
expected sample size
0 references
0.9548691
0 references
0.91023844
0 references
0.9085821
0 references
0.9000204
0 references
0.8997574
0 references
0.89104104
0 references
