Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Universidad Industrial de Santander
2004-09-01
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| Series: | Revista Integración |
| Subjects: | |
| Online Access: | https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/512 |