Estimation of similarity measure for multivariate normal distributions

Mihoko Minami, Kunio Shimizu

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

Measures of niche overlap are used to assess the similarity or dissimilarity of two populations. Matusita's measure is one of commonly used niche overlap measures. We consider the problem of estimating Matusita's measure when samples are from multivariate normal distributions with unknown mean vectors and covariance matrices. Asymptotic variances and biases of Matusita's measure estimates are derived and bias reduction methods are proposed. Simulation results are shown to illustrate characteristics of the estimates and bias reduction methods.

Original languageEnglish
Pages (from-to)229-248
Number of pages20
JournalEnvironmental and Ecological Statistics
Volume6
Issue number3
Publication statusPublished - 1999
Externally publishedYes

Fingerprint

niche overlap
Multivariate Normal Distribution
Normal distribution
Similarity Measure
Bias Reduction
Covariance matrix
Niche
Reduction Method
Overlap
matrix
Asymptotic Bias
simulation
Asymptotic Variance
Dissimilarity
Estimate
method
distribution
Bias reduction
Multivariate normal distribution
Similarity measure

Keywords

  • Bias reduction
  • Delta method
  • Matusita's measure
  • Niche overlap

ASJC Scopus subject areas

  • Environmental Science(all)
  • Environmental Chemistry

Cite this

Estimation of similarity measure for multivariate normal distributions. / Minami, Mihoko; Shimizu, Kunio.

In: Environmental and Ecological Statistics, Vol. 6, No. 3, 1999, p. 229-248.

Research output: Contribution to journalArticle

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