The distribution of the sphericity test criterion

B. N. Nagarsenker and K. C. S. Pillai

Journal of Multivariate Analysis, 1973, vol. 3, issue 2, 226-235

Abstract: The exact distribution of Mauchly's sphericity test criterion W = S/[trS/p]p, when 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 Nair and Box. Tables of percentage points for p = 4(1)10, [alpha] = 0.01 and 0.05, and various values of N (including small) are given and comparisons made with approximate percentage points using methods of Box, Mauchly, Tukey and Wilks, and Davis.

Keywords: Exact; distribution; sphericity; test; criterion; contour; integration; factorial; series; percentage; points; approximations (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (4)

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