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Modified Nel and Van der Merwe test for the multivariate Behrens–Fisher problem

✍ Scribed by K. Krishnamoorthy; Jianqi Yu


Book ID
108267158
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
226 KB
Volume
66
Category
Article
ISSN
0167-7152

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A Likelihood Ratio Test for the Nonparam
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The nonparametric Behrens-Fisher hypothesis is the most appropriate null hypothesis for the two-sample comparison when one does not wish to make restrictive assumptions about possible distributions. In this paper, a numerical approach is described by which the likelihood ratio test can be calculated