A Relationship Between the One-Way MANOVA Test Statistic and the Hotelling Lawley Trace Test Statistic
نویسندگان
چکیده
منابع مشابه
Robust statistic for the one-way MANOVA
The Wilks’ Lambda Statistic (likelihood ratio test, LRT) is a commonly used tool for inference about the mean vectors of several multivariate normal populations. However, it is well known that the Wilks’ Lambda statistic which is based on the classical normal theory estimates of generalized dispersions, is extremely sensitive to the influence of outliers. A robust multivariate statistic for the...
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2018
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v7n6p124