Distribution of the Likelihood Ratio Criterion for Testing Sigma = (Sigma sub 0),
Abstract
The exact null distribution of the likelihood ratio criterion for testing (H sub 0): Sigma = (Sigma sub 0) against the alternative (H sub 1): Sigma not equal to (Sigma sub 0) in (N sub p)(Mu, Sigma) has been obtained in a series form and percentage points computed for p=2(1)10 for alpha = .005, .01, .025, .05, .1 and .25 and various degrees of freedom. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1973
- Accession Number
- AD0759182
Entities
People
- B. N. Nagarsenker
- K. C. S. Pillai
Organizations
- Purdue University