Testing the Homogeneity of Sequences of Multivariate Random Variables
Journal Title: Bulletin of the Military University of Technology - Year 2015, Vol 64, Issue 2
Abstract
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 tests
Authors and Affiliations
Zbigniew Wesołowski
Keywords
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