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
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• 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.