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Showing papers by "Herman Chernoff published in 1970"


Book ChapterDOI
15 Dec 1970
TL;DR: In this paper, a multidimensional random variable, whose components are called attributes, with mean mu sub i and covariance matrix Sigma sub i under H sub i, i=1, 2.
Abstract: : Let X be a multidimensional random variable, whose components are called attributes, with mean mu sub i and covariance matrix Sigma sub i under H sub i, i=1, 2. The problem discussed is related to problems in regression theory. Some simple examples illustrate that if Sigma sub 1 is in some sense much smaller than Sigma sub 2, there is a premium on adjoining additional attributes for which the variance under H sub 1 is relatively small.

10 citations