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A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests
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 Title & Authors
A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests
Lee, Kwangjin;
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 Abstract
In this paper we explain that normal theory likelihood-ratio tests(z, t, . F) for mean(s) or variance(s) can be geometrically related to volume of difference of two joint pdf`s. One is an estimated joint pdf under null parameter space and the other is an estimated joint pdf under full parameter space . For explanations, ‘distance between two distributions’ is defined. We study properties of it, and derive some results on the distance between two multivariate normal distributions.
 Keywords
distance between two distributions;z, t, , F-tests;ANOVA;LR-test;
 Language
Korean
 Cited by
 References
1.
Introduction to the Theory of Statistics (3rd Edition), 1974.

2.
Aspects of Multivariate Statistical Theory, 1982.