Approximations to the Distributions of the Likelihood Ratio Statistics for Testing the Hypotheses on Covariance Matrices and Mean Vectors Simultaneously,
Abstract
In this report, the authors approximated the distributions of certain powers of the likelihood ratio statistics for testing the hypothesis of the homogeneity of populations and the hypothesis that the covariance matrix and mean vector are equal to specified values when the underlying populations are real or complex multivariate normal. The accuracy of these approximations is sufficient for practical purposes.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1975
- Accession Number
- ADA016729
Entities
People
- J. C. Lee
- P. R. Krishnaiah
- T. C. Chang