Open AccessTesting the Homogeneity of Sequences of Multivariate Random Variables
Author(s) -
Z. Wesołowski
Publication year - 2015
Publication title -
biuletyn wojskowej akademii technicznej
Language(s) - English
Resource type - Journals
ISSN - 1234-5865
DOI - 10.5604/12345865.1156932
Subject(s) - homogeneity (statistics) , multivariate statistics , statistics , mathematics , statistical physics , computer science , physics
The paper discusses the method of examining the homogeneity of sequences of random variables including testing the normality of multivariate random variables as well as testing the equality of many expected values and testing the equality of many covariance matrices. Some results of application of the method to study the homogeneity of sequences of multivariate Gaussian random variables have been presented.[b]Keywords[/b]: homogeneity of sequences of multivariate random variables, multivariate normality tests, multivariate location equivalence tests, covariance matrix equivalence test