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A note on tests of significance in multivariate analysis

Published online by Cambridge University Press:  24 October 2008

M. S. Bartlett
M. S. Bartlett
Affiliation:
Queens' CollegeCambridge
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Extract

Multivariate generalizations. In multivariate statistical analysis, common terms such as variances and correlation coefficients have received certain generalizations. Wilks (7) has called the determinant |V|, where V is the matrix of variances and covariances between several variates, a generalized variance; certain ratios of such determinants have been called by Hotelling(5) vector correlation coefficients and vector alienation coefficients. While these determinantal functions have properties which justify to some extent this kind of generalization, it sometimes seems more reasonable to leave any generalized parameters, or corresponding sample statistics, in the form of matrices of elementary quantities. This is stressed by the formal analogy which then often exists between the generalized and the elementary formulae.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 35 , Issue 2 , April 1939 , pp. 180 - 185
Copyright
Copyright © Cambridge Philosophical Society 1939

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References

REFERENCES

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