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A PROCEDURE FOR TESTING THE EQUALITY OF p CORRELATED VARIANCES
Author(s) -
Levy Kenneth J.
Publication year - 1976
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1976.tb00705.x
Subject(s) - diagonal , mathematics , monte carlo method , covariance matrix , random variate , statistics , sample (material) , covariance , sample size determination , population , random variable , physics , demography , sociology , geometry , thermodynamics
Given an independent random sample from a p ‐variate normal population, a procedure is proposed for testing the equality of the diagonal elements of the covariance matrix with no restrictive assumptions concerning its off‐diagonal elements. The procedure is simulated utilizing Monte Carlo techniques, and a method for post hoc probing is also suggested.