Displaying similar documents to “Distribution of LRC for testing sphericity of a complex multivariate Gaussian model.”

A Bimodality Test in High Dimensions

Palejev, Dean (2012)

Serdica Journal of Computing

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We present a test for identifying clusters in high dimensional data based on the k-means algorithm when the null hypothesis is spherical normal. We show that projection techniques used for evaluating validity of clusters may be misleading for such data. In particular, we demonstrate that increasingly well-separated clusters are identified as the dimensionality increases, when no such clusters exist. Furthermore, in a case of true bimodality, increasing the dimensionality makes identifying...

Information Matrix for Beta Distributions

Aryal, Gokarna, Nadarajah, Saralees (2004)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 33C90, 62E99. The Fisher information matrix for three generalized beta distributions are derived.