Distances between normal populations when covariance matrices are unequal |
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Authors: | Pil S Park Anant M Kshirsagar |
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Institution: | Biostatistics Department , University of Michigan Ann , Arbor, ML, 48109 |
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Abstract: | The definition of distance between two populations of equal covariance matrices is extended to two and more than two populations with unequal covariance matrices and Rao’s U test for testing the conditional contribution of a subset of variables to the distance is extended to this situation, even when sample sizes are not necessarily the same. |
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Keywords: | Mahalanobis's distance Rao's U statistic Distances between several populations canonical correlations |
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