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Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices

✍ Scribed by B.N Nagarsenker


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
350 KB
Volume
8
Category
Article
ISSN
0047-259X

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Testing for the Equality of the Variance
✍ Patricia L. Smith; Anant M. Kshiesagar πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 418 KB πŸ‘ 2 views

Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth