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A note on tests of significance in multivariate analysis

Bartlett, M. S.·1939·Mathematical Proceedings of the Cambridge Philosophical Society

Abstract

Multivariate generalizations. In multivariate statistical analysis, common terms such as variances and correlation coefficients have received certain generalizations. Wilks (7) has called the determinant |V|, where V is the matrix of variances and covariances between several variates, a generalized variance; certain ratios of such determinants have been called by Hotelling(5) vector correlation coefficients and vector alienation coefficients. While these determinantal functions have properties which justify to some extent this kind of generalization, it sometimes seems more reasonable to leave any generalized parameters, or corresponding sample statistics, in the form of matrices of elementary quantities. This is stressed by the formal analogy which then often exists between the generalized and the elementary formulae.

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Metadata

Authors
Bartlett, M. S.
Venue
Mathematical Proceedings of the Cambridge Philosophical Society
Published
1939-04
Volume
35
Issue
2
Pages
180-185
ISSN
  • 0305-0041 (ISSN-L)
  • 1469-8064
OpenAlex
W2006926846
Cited by
158
References
0
FWCI
1.77
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: A note on tests of significance in multivariate analysis. https://app.cochat.ai/papers/10.1017/s0305004100020880
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Bartlett, M. S. (1939). A note on tests of significance in multivariate analysis. Mathematical Proceedings of the Cambridge Philosophical Society. https://doi.org/10.1017/s0305004100020880

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