Distribution of the Likelihood Ratio Criterion for Testing Sigma = (Sigma sub 0), u = (u sub 0),
Abstract
The exact null distribution of the likelihood ratio criterion for testing (H sub 0): Sigma = (Sigma sub 0) and u = (u sub 0) against alternatives H1: Sigma not = (Sigma sub 0) or u not = (u sub 0) in (N sub p)(u,Sigma) has been obtained at (1) a chi-square series and (2) a beta series. Percentage points have been tabulated for p = 2(1)6, alpha = .005, .01, .025, .05, .1, and .25 and various values of sample size N. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1973
- Accession Number
- AD0759181
Entities
People
- B. N. Nagarsenker
- K. C. S. Pillai
Organizations
- Purdue University