Let D p,m be the determinant of the sample covariance matrix for m + p + 1 observations from a p-variate normal population having identity covariance matrix. We give bounds for the distribution of D p ...
Lower bounds on Bayes factors in favor of the null hypothesis in multinomial tests of point null hypotheses are developed. These are then applied to derive lower bounds on Bayes factors in both exact ...
R is the perfect language for creating a variety of chi-square tests, which are used to perform statistical analyses of counts of data. Here's how, with some sample code. A chi-square test (also ...
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