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Agenda of Week V. Review of Week IV Inference on MV Mean Vector One population Two populations Multi-populations: MANOVA. Review of Week IV. Random vector L.C. of random variables Multivariate normal distribution. Inference on MV Mean Vector. One population case. Small sample case.
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Agenda of Week V • Review of Week IV • Inference on MV Mean Vector • One population • Two populations • Multi-populations: MANOVA
Review of Week IV • Random vector • L.C. of random variables • Multivariate normal distribution
Inference on MV Mean Vector One population case • Small sample case
Inference on MV Mean Vector • Large sample case
Inference on MV Mean Vector • Confidence interval Small sample Large sample
Inference on MV Mean Vector Two population case • Small sample case 인 경우
Inference on MV Mean Vector • Small sample case 인 경우
Inference on MV Mean Vector • Large sample case
MANOVA One-way MANOVA model Variation decomposition Total variation (T) df= N-1 Variation between Factors (B) df= k-1 Variation within Factors (W) df= N-k
MANOVA Wilks Lambda Distribution: When N is sufficiently large