Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry

• Autores: María Elizabeth Castañeda, Daya K. Nagar
• Localización: Integración: Temas de matemáticas, ISSN 0120-419X, Vol. 22, Nº. 1-2, 2004, págs. 59-66
• Idioma: inglés
• Enlaces
  • Texto completo (pdf)
• Resumen

  • The non-null distribution of the modified likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is expressed in terms of H-function. 

• Referencias bibliográficas
  • Citas [1]T. W. Anderson.An Introduction to Multivariate Statistical Analysis, 2ndEdition, John Wiley & Sons, New York, 1984.
  • [2]A. K. GuptaandD. K. Nagar. “Nonnull distribution of the likelihood ratiocriterion for testing equality of covariance matrices under intraclass...
  • [3]A. K. GuptaandD. K. Nagar.Matrix Variate Distributions, Chapman &Hall/CRC, Boca Raton, 2000.
  • [4]A. M. MathaiandR. K. Saxena.TheH-Function with Applications inStatistics and Other Disciplines, Halsted Press [John Wiley & Sons],...
  • [5]D. K. Nagar,S. K. JainandA. K. Gupta. “On testing circular station-arity and related models”.Journal of Statistical Computation and Simulation,29(1988),...
  • [6]D. K. NagarandM. E. Castañeda. “Testing multisample compound sym-metry”.Advances and Applications in Statistics,3(2003), no. 3, 285–292.
  • [7] D. K. NagarandC. C. Sánchez. “Exact percentage points for testingmultisample sphericity in the bivariate case”.Communications in Statistics-Simulation...
  • [8]D. K. Nagar, J. ChenandA. K. Gupta. “Distribution and percentage pointsof the likelihood ratio statistic for testing circular symmetry”.ComputationalStatistics...
  • [9]D. K. Nagar, E. ZarrazolaandE. Bedoya. “Percentage points for testingintraclass correlation structure”.Journal of Probability and Statistical...
  • [10]I. OlkinandS. J. Press. “Testing and estimation for a circular stationarymodel”.Annals of Mathematical Statistics,40(1969), 1358–1373.
  • [11]H. M. SrivastavaandP. W. Karlsson.Multiple Gaussian HypergeometricSeries, John Wiley & Sons, New York, 1985.
  • [12]David F. Votaw. “Testing compound symmetry in a normal multivariate dis-tribution”.Annals of Mathematical Statistics,19(1948), 447-473.
  • [13]S. S. Wilks. “Sample criteria for testing equality of means, equality of variancesand equality of covariances in a normal multivariate...