On the Power Function of the Likelihood Ratio Test for MANOVA

Dulal Kumar Bhaumik and Sanat K. Sarka

Journal of Multivariate Analysis, 2002, vol. 82, issue 2, 416-421

Abstract: We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix [Theta] decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.

Keywords: Wishart; distribution; maximal; invariant; zonal; polynomial; product; of; beta; variates (search for similar items in EconPapers)
Date: 2002
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