Inferences on the Generalized Variance under Normality
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Abstract:
Generalized variance is applied for determination of dispersion in a multivariate population and is a successful measure for concentration of multivariate data. In this article, we consider constructing confidence interval and testing the hypotheses about generalized variance in a multivariate normal distribution and give a computational approach. Simulation studies are performed to compare this approach and three approximate methods the simulations show that our approach is satisfactory. At the end, two practical examples are given.
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Journal title
volume 13 issue None
pages 57- 67
publication date 2014-03
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