Distribution of the likelihood ratio criterion for testing [Sigma] = [Sigma]0, [mu] = [mu]0

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

Journal of Multivariate Analysis, 1974, vol. 4, issue 1, 114-122

Abstract: The exact null distribution of the likelihood ratio criterion for testing H0: [Sigma] = [Sigma]0 and [mu] = [mu]0 against alternatives H1: [Sigma] [not equal to] [Sigma]0 or [mu] [not equal to] [mu]0 in Np([mu], [Sigma]) has been obtained as (a) a chi-square series and (b) 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.

Keywords: Exact; null; distribution; likelihood; ratio; criterion; chi-square; series; beta; series; test; specifying; mean; vector; and; covariance; matrix; percentage; points (search for similar items in EconPapers)
Date: 1974
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(74)90010-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:4:y:1974:i:1:p:114-122

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().