Testing the homogeneity of sequences of multivariate Gaussian random variables

• Autorzy: Wesołowski Z.

Identyfikatory

DOI

10.5604/12345865.1156932

Warianty tytułu

PL

Testowanie jednorodności ciągów wielowymiarowych gaussowskich zmiennych losowych

• Języki publikacji: EN

Abstrakty

EN

The paper discusses the method of examining the homogeneity of sequences of random variables including testing the normality of multivariate random variables as well as testing the equality of many expected values and testing the equality of many covariance matrices. Some results of application of the method to study the homogeneity of sequences of multivariate Gaussian random variables have been presented.

PL

W pracy omówiono metodę badania jednorodności ciągów wielowymiarowych zmiennych losowych obejmującą badanie normalności rozkładów zmiennych losowych oraz badanie równości wielu wartości oczekiwanych i równości wielu macierzy kowariancji. Przedstawiono przykładowe wyniki zastosowania prezentowanej metody do badania jednorodności ciągów wielowymiarowych gaussowskich zmiennych losowych.

Słowa kluczowe

EN

homogeneity of sequences of multivariate random variables; multivariate normality tests; multivariate location equivalence tests; covariance matrix equivalence tests

PL

jednorodność wielowymiarowych zmiennych losowych; testy normalności rozkładów wielowymiarowych zmiennych losowych; testy równości wielu wartości oczekiwanych wielowymiarowych zmiennych losowych; testy równości wielu macierzy kowariancji

• Wydawca: Wojskowa Akademia Techniczna im. Jarosława Dąbrowskiego
• Czasopismo: Biuletyn Wojskowej Akademii Technicznej
• Rocznik: 2015
• Tom: Vol. 64, nr 2
• Strony: 13--24
• Opis fizyczny: Bibliogr. 33 poz., tab.

Twórcy

autor

Wesołowski Z.

• Military University of Technology, Faculty of Cybernetics, Institute of Computer and Information Systems, 2 Kaliskiego Str., 00-908 Warsaw, Poland

Bibliografia

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Uwagi

PL

Publikacja została częściowo sfinansowana przez NCBiR w ramach projektu Nr BI04/006/13143/2013 pt. „Elektroniczny system zarządzania cyklem życia dokumentów o różnych poziomach wrażliwości”.