ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION

DOI10.1111/j.1467-842X.1977.tb01087.xzbMath0417.62039MaRDI QIDQ3207921

Arjun K. Gupta

Publication date: 1977

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributionexact distribution of likelihood-ratiohypothesis of sphericitymixture of incomplete beta functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (11)

Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case ⋮ Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity ⋮ On the type-B integral equation and the distribution of wilks statist for testing independence of several groups of variables ⋮ Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry ⋮ Extensions of Wilks' integral equations and distributions of test statistics ⋮ Wilks' Integral Equations in Multivariate Distribution Theory ⋮ On testing circular stationary and related models ⋮ On some tests of the covariance matrix under general conditions ⋮ On the distribution of the product of independent beta random variables ⋮ Testing of homogeneity of diagonal blocks with blockwise independence ⋮ Testing independence of several groups of variables

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