Authors

• A. A. Jafari
• M. R. Kazemi

Abstract

Generalized variance is applied for determination of dispersion in a multivariate population and is a successful measure for concentration of multivariate data. In this article, we consider constructing confidence interval and testing the hypotheses about generalized variance in a multivariate normal distribution and give a computational approach. Simulation studies are performed to compare this approach and three approximate methods the simulations show that our approach is satisfactory. At the end, two practical examples are given.

Keywords

• Actual size
• Coverage probability
• generalized variances
• Monte Carlo Simulation