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On the Power Function of the Likelihood Ratio Test for MANOVA

✍ Scribed by Dulal Kumar Bhaumik; Sanat K. Sarka

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
77 KB
Volume
82
Category
Article
ISSN
0047-259X

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✦ Synopsis

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.

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