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- Multivariate_Behrens–Fisher_problem abstract "In statistics, the multivariate Behrens–Fisher problem is the problem of testing for the equality of means from two multivariate normal distributions when the covariance matrices are unknown and possibly not equal. Since this is a generalization of the univariate Behrens-Fisher problem, it inherits all of the difficulties that arise in the univariate problem.".
- Multivariate_Behrens–Fisher_problem wikiPageID "39419453".
- Multivariate_Behrens–Fisher_problem wikiPageRevisionID "587832997".
- Multivariate_Behrens–Fisher_problem subject Category:Multivariate_continuous_distributions.
- Multivariate_Behrens–Fisher_problem subject Category:Normal_distribution.
- Multivariate_Behrens–Fisher_problem comment "In statistics, the multivariate Behrens–Fisher problem is the problem of testing for the equality of means from two multivariate normal distributions when the covariance matrices are unknown and possibly not equal. Since this is a generalization of the univariate Behrens-Fisher problem, it inherits all of the difficulties that arise in the univariate problem.".
- Multivariate_Behrens–Fisher_problem label "Multivariate Behrens–Fisher problem".
- Multivariate_Behrens–Fisher_problem sameAs Multivariate_Behrens%E2%80%93Fisher_problem.
- Multivariate_Behrens–Fisher_problem sameAs Q17099224.
- Multivariate_Behrens–Fisher_problem sameAs Q17099224.
- Multivariate_Behrens–Fisher_problem wasDerivedFrom Multivariate_Behrens–Fisher_problem?oldid=587832997.