Mnohorozměrné statistické metody: současný stav a moderní trendy
| Title in English | Multivariate statistical methods: up-to-date state and modern trends |
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| Authors | |
| Year of publication | 2004 |
| Type | Article in Proceedings |
| Conference | . Sborník XVI. LŠB, 21. - 25.6. 2004, Pribylina. |
| MU Faculty or unit | |
| Citation | |
| Field | Applied statistics, operation research |
| Keywords | Multivariate normal distribution; Elliptically contoured distribution; Multivariate random sample; Wishart random matrix; Hotelling'sT^2 statistics; Simultaneous confidence intervals |
| Description | Brief overview of multivariate statistical methods is the content of the first part of the contribution. It is followed by main properties of the multivariate normal distribution and then the elliptically contoured distribution as a generalization of multivariate normal distribution is presented. The Wishart's distribution and Hotellig's $T^2$ statistics are introduced after and used for statistical inference about a multivariate mean. Methodological part of the paper contains a geometrical interpretation of a multivariate random sample. |
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