SpringerBriefs in Statistics

A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem

with Simulations and Examples in SAS®

Authors: Desai, Tejas

  • ​​Applies aspects of multivariate normality to the concept of hypothesis testing
  • Introduces a novel multivariate solution to a long-standing statistical problem ​
Show all benefits

Buy this book

eBook $29.99
price for USA (gross)
  • ISBN 978-1-4614-6443-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $39.95
price for USA
  • ISBN 978-1-4614-6442-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
About this book

​​ ​    In statistics, the Behrens–Fisher problem is the problem of interval estimation and hypothesis testing concerning the difference between the means of two normally distributed populations when the variances of the two populations are not assumed to be equal, based on two independent samples. In his 1935 paper, Fisher outlined an  approach to the Behrens-Fisher problem.  Since high-speed computers were not available in Fisher’s time, this approach was not implementable and was soon forgotten. Fortunately, now that high-speed computers are available, this approach can easily be implemented using just a desktop or a laptop computer. Furthermore, Fisher’s approach was proposed for univariate samples. But this approach can also be generalized to the multivariate case.      In this monograph, we present the solution to the afore-mentioned multivariate generalization of the Behrens-Fisher problem.  We start out by presenting  a test of multivariate normality, proceed to test(s) of equality of covariance matrices, and end with our solution to the multivariate Behrens-Fisher problem. All methods proposed in this monograph will be include both the randomly-incomplete-data case as well as the complete-data case. Moreover, all methods considered in this monograph will be tested using both simulations and examples. ​

About the authors

Tejas A. Desai is Assistant Professor at The Adani Institute of Infrastructure Management

Table of contents (4 chapters)

Buy this book

eBook $29.99
price for USA (gross)
  • ISBN 978-1-4614-6443-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $39.95
price for USA
  • ISBN 978-1-4614-6442-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem
Book Subtitle
with Simulations and Examples in SAS®
Authors
Series Title
SpringerBriefs in Statistics
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
The Author
eBook ISBN
978-1-4614-6443-3
DOI
10.1007/978-1-4614-6443-3
Softcover ISBN
978-1-4614-6442-6
Series ISSN
2191-544X
Edition Number
1
Number of Pages
V, 55
Topics