Testing for the Equality of the Variance
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Patricia L. Smith; Anant M. Kshiesagar
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Article
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1985
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John Wiley and Sons
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English
β 418 KB
π 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