On the Distributions of the Likelihood Ratio Statistics for Tests of Certain Covariance Structures of Complex Multivariate Normal Populations.

Abstract

In this report, the authors approximated the distributions of the likelihood ratio statistics for testing certain hypotheses in multivariate analysis with suitable Pearson type distributions. Using these approximations, they have constructed extensive tables and illustrated the usefulness of these tables with the data on the vibrations of a C-5A aircraft. The hypotheses that are considered include the hypotheses of sphericity, multiple independence, multiple homogeneity of covariance matrices when the underlying distributions are complex multivariate normal.

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1975
Accession Number
ADA014734

Entities

People

  • J. C. Lee
  • P. R. Krishnaiah
  • T. C. Chang

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Aircrafts
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Homogeneity
  • Hypotheses
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Mechanical Structure
  • Multivariate Analysis
  • Statistical Analysis
  • Statistics
  • Vibration

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.