O porównywaniu dwóch populacji wielowymiarowych z wykorzystaniem objętości elipsoid ufności

• Authors: Jacek Stelmach , Grzegorz Kończak

Title variants

EN

On the Comparison of Two Multidimensional Populations Using the Confidence Ellipsoid Volumes

• Languages of publication: PL

Abstracts

EN

A comparison of two populations seems to be interesting and very common statistical problem. The most often way is to verify the hypothesis concerned the equality of certain, characteristic parameter i.e. mean, standard deviation or fraction with parametric or non-parametric tests. The authors propose to compare the distribution of two populations - comparing the confidence ellipsoid volumes. Since their distribution is unknown - permutation tests were applied. A Monte-Carlo simulation let to compare power of these tests with T2 Hotelling tests. Proposed methods can be used, when the assumptions for parametric tests couldn't be verified.

Keywords

PL

Statystyka; Symulacja Monte Carlo; Testy statystyczne

EN

Monte Carlo simulation; Statistics; Statistical tests

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 133
• Pages: 146-157

Contributors

author

Jacek Stelmach

author

Grzegorz Kończak

References

• Blalock H.M. (1974): Statystyka dla socjologów. PWN, Warszawa.
• Efron B., Tibshirani R. (1993): An Introduction to the Bootstrap. Chapman & Hall, New York.
• Good P.I. (1994): Permutation Tests: A Practical Guide for Testing Hypotheses. Springer-Verlag, New York.
• Hesterberg T., Monaghan S., Moore D.S., Clipson A., Epstein R. (2003): The Practice of Business Statistics. W.H. Freeman and Company, New York.
• Kanji G.K. (2006): 100 Statistical Tests. Sage Publications, London.
• Rencher A.C. (2001): Methods of Multivariate Analysis. John Wiley & Sons, New York.

Identifiers

ISSN

2083-8611