Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry

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Castañeda, María E.
Nagar, Daya K.
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Universidad Industrial de Santander
Abstract
Description
The non-null distribution of the modified likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is expressed in terms of H-function. 
Keywords
Compound symmetry, distribution; likelihood ratio test, intraclass correlation, null moments
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