A multiple-testing approach to the multivariate Behrens-Fisher problem with simulations and examples in SAS® / Tejas Desai.

SeriesSpringerBriefs in Statistics
SpringerBriefs in statistics. ^A1256558
Contents On Testing for Multivariate Normality -- On Testing Equality of Covariance Matrices -- On Heteroscedastic MANOVA.
Abstract 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 -- Source other than Library of Congress.
Bibliography noteIncludes bibliographical references (p. 55).
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013931259
ISBN9781461464426 (pbk. : alk. paper)
ISBN1461464420 (pbk. : alk. paper)
ISBN9781461464433 (ebk.)
ISBN1461464439 (ebk.)

Availability

Library Location Call Number Status Item Actions
Electronic Resources ✔ Available