Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
โ Scribed by E.M. Carter; M.S. Srivastava
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 176 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix G decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.
I n this paper the exact distribution function of VOTAW's likelihood ratio criterion L has been obtained in the form of an infinite series by applying MELLIN'S transformation on the moments and then by using the asymptotic expansion for log r(s + h). The author has actually calculated the values of