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Interval Estimation in Discrimination: The Multivariate Normal Equal Covariance Case

✍ Scribed by Frank Critchley and Ian Ford


Book ID
124289475
Publisher
Oxford University Press
Year
1985
Tongue
English
Weight
928 KB
Volume
72
Category
Article
ISSN
0006-3444

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We consider the problem of discriminating, on the basis of random ``training'' samples, between two independent multivariate normal populations, N p (+, 7 1 ) and N p (+, 7 2 ), which have a common mean vector + and distinct covariance matrices 7 1 and 7 2 . Using the theory of Bessel functions of t