On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
โ Scribed by P.R Krishnaiah; F.J Schuurmann
- Publisher
- Elsevier Science
- Year
- 1974
- Tongue
- English
- Weight
- 879 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0047-259X
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๐ SIMILAR VOLUMES
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood
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