Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test

E. M. Carter and M. S. Srivastava

Journal of Multivariate Analysis, 1977, vol. 7, issue 1, 229-233

Abstract: The modified likelihood ratio criterion for testing the homogeneity of variances of p univariate normal populations, and the sphericity test, are both shown in this paper to have a monotone nondecreasing power function.

Keywords: Monotonicity; sphericity; test; homogeneity; of; variances (search for similar items in EconPapers)
Date: 1977
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