NONNULL DISTRIBUTION OF LRC FOR TESTING HOMOGENEITY OF COVARIANCE MATRICES OF COMPLETELY SYMMETRIC GAUSSIAN MODELS

Autor:	D. K. Nagar, A. K. Gupta, Vipin Tayal
Rok vydání:	1991
Předmět:	symbols.namesake Distribution (number theory) Applied Mathematics General Mathematics Homogeneity (statistics) Gaussian symbols Statistical physics Covariance Mathematics
Zdroj:	Tamkang Journal of Mathematics. 22:13-24
ISSN:	2073-9826 0049-2930
Popis:	The nonnull moments of the likelihood ratio statistic for testing equality of covariance matrices of completely symmetric Gaussian models are obta.ined in terms of the Lauricella's hypergeometric functions and also in terms of zonal polynomials. Then the nonnull asymptotic distribution of the statistic is derived under certain alternatives for unequal samples.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2278f69c996b5da6a14bc18d9a86f512 https://doi.org/10.5556/j.tkjm.22.1991.4563 Zobrazit plný text záznamu