The Distribution of the Sphericity Test Criterion,
Abstract
The exact distribution of Mauchly's sphericity test criterion W = (absolute value of s)/(tn S/p) sup p where S is the sum of product matrix from a sample of size N taken from a p-variate normal population, is obtained using contour integration and methods similar to those of U. S. Nair and Box. Tables of percentage points for p = 2(1)10, alpha = .005, .01, .025, .05, .1 and .25 and various values of N (including small) are given and comparisons made with approximate percentage points using methods of 1) Box, 2) Mauchly, 3) Tukey and Wilks and 4) Davis. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1972
- Accession Number
- AD0754232
Entities
People
- B. N. Nagarsenker
- K. C. S. Pillai
Organizations
- Purdue University