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  • Book
  • © 2013

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

with Simulations and Examples in SAS®

Authors:

  1. Tejas Desai

    1. Adani Institute of Infrastructure Management, Ahmedabad, Gujarat, India

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  • Applies aspects of multivariate normality to the concept of hypothesis testing
  • Introduces a novel multivariate solution to a long-standing statistical problem ?
  • Includes supplementary material: sn.pub/extras

Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-v
    PDF

  2. Introduction

    • Tejas Desai
    Pages 1-4

  3. On Testing for Multivariate Normality

    • Tejas Desai
    Pages 5-16

  5. On Heteroscedastic MANOVA

    • Tejas Desai
    Pages 31-54

  6. Back Matter

    Pages 55-55
    PDF
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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. ​
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Keywords

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Authors and Affiliations

  • Adani Institute of Infrastructure Management, Ahmedabad, Gujarat, India

    Tejas Desai

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About the author

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

eBook USD 29.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.95
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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