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                                       Details for article 7 of 22 found articles
 
 
  A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix
 
 
Title: A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix
Author: Bass, Thomas A.
Fung, Karen Yuen
Appeared in: Communications in statistics
Paging: Volume 15 (1986) nr. 1 pages 109-121
Year: 1986
Contents: A two-stage analogue of Hotelling s T test for the mean of a multivariate normal distribution with unknown covariance matrix is proposed. Comparisons of the one-stage and two-stage tests are made in terms of the expected sample size required to achieve a given power. It is found that in all cases considered here, the two-stage test produces a lower expected sample size
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 7 of 22 found articles
 
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