SYMMETRY GROUPS AND INVARIANT STATISTICAL TESTS FOR FAMILIES OF MULTIVARIATE GAUSSIAN DISTRIBUTIONS




2017 ◽  
Vol 147 (22) ◽  
pp. 224102 ◽  
Author(s):  
Martin Goethe ◽  
Ignacio Fita ◽  
J. Miguel Rubi




2002 ◽  
Vol 30 (4) ◽  
pp. 249-255 ◽  
Author(s):  
Hydar Ali ◽  
Daya K. Nagar

The multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient,R2, when a sample is drawn from a mixture of two multivariate Gaussian populations. The moments of1−R2and inverse Mellin transform have been used to derive the density ofR2.







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