Inferences on the Generalized Variance under Normality

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.