The Non-Null Distribution of a Statistic in Principal Components Analysis
โ Scribed by A. M. Kshirsagar
- Book ID
- 124279300
- Publisher
- Oxford University Press
- Year
- 1966
- Tongue
- English
- Weight
- 447 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2333665
No coin nor oath required. For personal study only.
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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
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