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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.

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  • Re: Re: Re: Multivariate-T Simulation Problem
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