Skip to main content
SpringerLink
Log in

On a multivariate slippage problem I

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Summary

In this paper a slippage problem for the covariance matrices of multivariate normal populations is considered and a procedure is given so that the probability of making the correct selection when there has been no slippage exceeds a specified value. The proposed procedure is shown to be admissible. The statistic used in the procedure is a multivariate analogue of Cochranś [1] statistic.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. W. G. Cochran, “ The distribution of the largest of a set of estimated variances as a fraction of their total,”Ann. Eugenics, 11 (1941), 47–52.

    MathSciNet  Google Scholar 

  2. H. O. Hartley, “ The maximum F-ratio as a short-cut test for heterogeneity of variance,”Biometrika, 37 (1950), 308–312.

    MATH  MathSciNet  Google Scholar 

  3. S. Karlin and D. Truax, “Slippage problems,”Ann. Math. Statist., 31 (1960), 296–324.

    Article  MATH  MathSciNet  Google Scholar 

  4. J. Kiefer and R. Schwartz, “ Admissible Bayes character of T2, R2, and other fully invariant tests for classical multivariate normal problems,”Ann. Math. Statist., 36 (1965), 747–770.

    Article  MATH  MathSciNet  Google Scholar 

  5. M. S. Srivastava, “On a multivariate slippage problem II,” to be submitted for publication, 1965.

  6. M. S. Srivastava, “On a multivariate slippage problem,” (Abstract),Ann. Math. Statist., 35 (1964), 1848.

    Article  Google Scholar 

  7. M. S. Srivastava, “Optimum procedures for classification and related problems,” Technical report No. 11 under NSG Grant GP-40, Stanford University, 1964.

Download references

Author information

Authors and Affiliations

  1. Princeton University, USA

    M. S. Srivastava

  2. University Of Toronto, USA

    M. S. Srivastava

Authors
  1. M. S. Srivastava
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Research supported partially by the Office of Naval Research, Contract Nonr 1858(05) at Princeton University.

On leave of absence from the University of Toronto.

About this article

Cite this article

Srivastava, M.S. On a multivariate slippage problem I. Ann Inst Stat Math 18, 299–305 (1966). https://doi.org/10.1007/BF02869537

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02869537

Keywords

Search

Navigation