Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/151840
Title: | On Rao distance asymptotic distribution |
Author: | Burbea, Jacob Oller i Sala, Josep Maria |
Keywords: | Teoria de la informació Anàlisi multivariable Universitat de Barcelona. Institut de Matemàtica |
Issue Date: | 1989 |
Publisher: | Universitat de Barcelona |
Series/Report no: | Mathematics Preprint Series; 67 |
Abstract: | This paper is concerned with the study of the asymptotic properties of Rao distance maximum-likelihood estimation obtained from two independent samples of two statistical populations, under certain regularity conditions. These results allow the construction, by meaos of the Rao distance, of a statistical test to compare different populations, which may be regarded as an alternative to the standard likelihood ratio test. Furthermore, a geometrical model is supplied which can be used to obtain graphical outputs through numerical taxonomy methods or multidimensional scaling techniques. Finally, sorne of the previously-mentioned methods are illustrated by meaos of a specific example based on the univariate normal distribution. |
Note: | Preprint enviat per a la seva publicació en una revista científica. |
Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.7] |
URI: | http://hdl.handle.net/2445/151840 |
Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
File | Description | Size | Format | |
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MPS_N067.pdf | 1.18 MB | Adobe PDF | View/Open |
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