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On the exact non-null distribution of likelihood ratio criteria for covariance matrices

✍ Scribed by C. G. Khatri; M. S. Srivastava


Publisher
Springer Japan
Year
1973
Tongue
English
Weight
355 KB
Volume
25
Category
Article
ISSN
0020-3157

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Approximating the Non-Null Distribution
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This paper is concerned with investigation into the behavior of the likelihood ratio test statistic G2 when the alternative hypothesis M ( Q ) is the true model. Exact moments of G2 are computed empirically and three approximations are considered for approximating the non-null distribution of G2. Ou