AUXIL\
wishart.pro
top Wishart
result = Wishart(M1, M2, S1, S2, n [, statistic=statistic])
Test two multivariate distributions for equal means and covariance matrices assuming both parameter sets are estimated with the same sample size. Returns p-value:
Anderson, T. W. (2003). An Introduction
to Multivariate Statistical Analysis.
Wiley Series in Probability and Statistics,
third edition.
Parameters
- M1 in required
mean of first distribution
- M2 in required
mean of second distribution
- S1 in required
variance of first distribution
- S2 in required
variance of second distribution
- n in required
common number of samples
Keywords
- statistic out optional
test statistic -2*rho*log(lambda)
Author information
- Author:
Mort Canty (2009)
File attributes
| Modification date: | Thu Mar 05 12:33:10 2009 |
| Lines: | 51 |
| Docformat: | rst rst |