A Study on the Testing of Equal Mean & Covariance Matrix and Its Application
Jianwen Wang · Shuxue de shijian yu renshi · 2004
The evidence test with quantitative characteristic can concert to the problem of statistics theories with two-sample average vecdtor and covariance matrix testing at the same time. However,no one can provide about λ_4 distribution and application. This thesis uses the mehtod of statistical simulation to give us the experience distribution, and then work out the λ_4 upper 100α quantile table and its error talbe,apply it to the evidence test. Finally,this thesis provides one practical cases.