PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS
PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS
复制标题
两个群体中每个特征根的相等性排列检验
DOI：
10.5183/jjscs1988.14.1
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发表时间：
2001
期刊：
影响因子：
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通讯作者：
Y. Takeda
中科院分区：
文献类型：
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作者：
Y. Takeda
我们考虑了检验两个种群的中间特征根是否相等的问题。为了检验这一假设，对排列检验进行了研究。在多元正态分布的假设下，得到了最大特征根在种群间的比例的精确分布。在两个总体分布分别为多元正态分布和污染多元正态分布的假设下，通过蒙特卡罗试验检验了置换检验的性能。
We consider the problem of testing the equality of intermediate characteristic roots in two populations. The permutation test is investigated for testing the hypothesis. The exact distribution of the ratio of the largest characteristic roots across populations is derived under the assumption of multivariate normality. A Monte Carlo experiment is conducted to examine the performance of the permutation test under the assumptions that two population distributions are characterized by multivariate normal and contaminated multivariate normal distributions.