TESTING EQUALITY OF MEANS IN A p-VARIATE NORMAL DISTRIBUTION HAVING EQUAL VARIANCES AND EQUAL CORRELATION COEFFICIENTS.
Abstract
The null hypothesis H sub zero: mu = mu*, where mu and mu* are p x 1 vectors is to be tested on the basis of a sample of size n, from a p-variate normal population having equal variances and equal correlation coefficients. Since mu can be either specified or unspecified, and sigma squared and rho can be either known or unknown, there are eight cases of the null hypothesis to consider. One of these cases has been considered by S. S. Wilks. In this paper four of the remaining seven cases are considered. The test criterion will be derived by the likelihood-ratio method for each case.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 16, 1969
- Accession Number
- AD0693043
Entities
People
- Jerrell T. Stracener
Organizations
- Southern Methodist University