Comparison study on the speed of convergence in distribution of sample generalized variance and sample vector variance

机译：样本广义方差和样本矢量方差分布收敛速度的比较研究

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The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. In this paper we focus on the generalized variance test and vector variance test and we compare their convergence performance to normality based on simulation study.

机译：协方差结构的稳定性是多元统计过程控制中的主要问题。我们从文献中了解到，已经开发了许多统计测试来测试该稳定性。在本文中，我们专注于广义方差检验和矢量方差检验，并基于仿真研究将它们的收敛性能与正态性进行比较。

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《2011 IEEE International Conference on Quality and Reliability》|2011年|p.617-619|共3页
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Yusoff W. S.; Djauhari M. A.;
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正文语种
中图分类管理组织学;
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R-square; Stability of covariance structure; multivariate process variability;

机译：R平方;协方差结构的稳定性;多元过程的可变性;

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1. On the Convergence of Distributions of Statistics Constructed from Samples of Random Size to a Multivariate Generalized Variance-Gamma Distributions [J] . Korolev V. Yu., Korchagin A. Yu., Zeifman A. I. Doklady. Mathematics . 2015,第3期

机译：从随机样本构造的统计量到多元广义方差-伽玛分布的收敛性
2. Sampling theorem and efficiency comparison of three local minimum variance unbiased estimators of the mean and variance of the exponential distribution [J] . Guoan Li, Muzhen Li, Guohua Zou Cogent Mathematics . 2018,第1期

机译：指数分布均值和方差的三个局部最小方差无偏估计量的采样定理和效率比较
3. On the relationship between the generalized student t-distribution and the variance gamma distribution in statistical analysis of random-size samples [J] . Korolev V.Yu. Doklady. Mathematics . 2012,第1期

机译：随机样本统计分析中广义学生t分布与方差gamma分布的关系
4. Comparison study on the speed of convergence in distribution of sample generalized variance and sample vector variance [C] . Yusoff W. S., Djauhari M. A. IEEE International Conference on Quality and Reliability . 2011

机译：样本广义差异分布的收敛速度与样本矢量方差的比较研究
5. Analysis of variance tests for exponentiality of two distributions: Complete and censored samples. [D] . Chen, Hui. 2008

机译：分析两个分布指数性的方差检验：完整样本和删失样本。
6. Restricted Sample Variance Reduces Generalizability [O] . Kimberley D. Lakes -1

机译：受限制的样本方差减少了概括性
7. On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures [O] . Korolev, V. Yu., Zeifman, A. I. 2015

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8. ESTIMATION OF LOCATION AND SCALE PARAMETERS FROM ORDERED SAMPLES WITH NUMERICAL APPLICATION TO THE GUMBEL AND WEIBULL DISTRIBUTIONS SUPPLEMENT 1. TABLES OF MEAN VALUES, VARIANCES, AND COVARIANCES OF THE ORDER STATISTICS FOR THE GUMBEL DISTRIBUTION FOR SAMPLE SIZES UP TO AND INCLUDING N=31 [R] . Arne Fransen 1974

机译：从有序样本中估算位置和比例参数，并对数量应用于GUmBEL和Weibull分布补充1.样本数量的GUmBEL分布的统计值，方差和协方统计表格，包括N = 31

Comparison study on the speed of convergence in distribution of sample generalized variance and sample vector variance

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