Abstract
Summary Before attempting to allot individuals to one of a set of normal multivariate populations, it is usual to make preliminary tests of significance to discover the structural relationships of the populations. In order to secure this reduction there are two separate methods, due to Fisher and (essentially) to Wilks. A simple algebraic proof is given for the identity of the statistics obtained from the two methods, and the condition under which Fisher’s method leads to less computation is pointed out. To facilitate the contrast of the two methods, some well known principles and procedures have been restated in a more convenient form.
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More From: Journal of the Royal Statistical Society Series B: Statistical Methodology
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