Open AccessNONNULL DISTRIBUTION OF LRC FOR TESTING HOMOGENEITY OF COVARIANCE MATRICES OF COMPLETELY SYMMETRIC GAUSSIAN MODELS
Author(s) -
Arjun K. Gupta,
Daya K. Nagar,
Vipin Tayal
Publication year - 1991
Publication title -
tamkang journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.324
H-Index - 18
eISSN - 0049-2930
pISSN - 2073-9826
DOI - 10.5556/j.tkjm.22.1991.4563
Subject(s) - mathematics , homogeneity (statistics) , hypergeometric function , covariance , statistic , hypergeometric distribution , gaussian , covariance matrix , likelihood ratio test , statistics , distribution (mathematics) , pure mathematics , mathematical analysis , physics , quantum mechanics
The nonnull moments of the likelihood ratio statistic for testing equality of covariance matrices of completely symmetric Gaussian models are obta.ined in terms of the Lauricella's hypergeometric functions and also in terms of zonal polynomials. Then the nonnull asymptotic distribution of the statistic is derived under certain alternatives for unequal samples.