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

Castañeda, María E.; Nagar, Daya K.

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

Autores

Castañeda, María E.

Nagar, Daya K.

Editor

Universidad Industrial de Santander

Descripción

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. 