Re: Re: Multivariate-T Simulation Problem
- To: mathgroup at smc.vnet.net
- Subject: [mg39018] Re: Re: [mg38986] Multivariate-T Simulation Problem
- From: Kyriakos Chourdakis <tuxedomoon at yahoo.com>
- Date: Fri, 24 Jan 2003 05:08:06 -0500 (EST)
- Reply-to: k.chourdakis at qmul.ac.uk
- Sender: owner-wri-mathgroup at wolfram.com
A variance test gives p-values of order 10^(-4000) which apparently reject the null at all confidence levels. I am pretty certain it is bug too. K. <<============> You might want to use VarianceTest to give a measure of how far off the sample variance is. Without something like this, "the sample variance is wrong" doesn't mean anything. __________________________________________________ Do You Yahoo!? Everything you'll ever need on one web page from News and Sport to Email and Music Charts http://uk.my.yahoo.com
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