Summary
In this paper a slippage problem for the covariance matrices of multivariate normal populations is considered and a procedure is given so that the probability of making the correct selection when there has been no slippage exceeds a specified value. The proposed procedure is shown to be admissible. The statistic used in the procedure is a multivariate analogue of Cochranś [1] statistic.
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References
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Research supported partially by the Office of Naval Research, Contract Nonr 1858(05) at Princeton University.
On leave of absence from the University of Toronto.
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Srivastava, M.S. On a multivariate slippage problem I. Ann Inst Stat Math 18, 299–305 (1966). https://doi.org/10.1007/BF02869537
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DOI: https://doi.org/10.1007/BF02869537