Testing Block Sphericity of a Covariance Matrix 27
نویسندگان
چکیده
This article deals with the problem of testing the hypothesis that q p-variate normal distributions are independent and that their covariance matrices are equal. The exact null distribution of the likelihood ratio statistic when q = 2 is obtained using inverse Mellin transform and the definition of Meijer’s G-function. Results for p = 2, 3, 4 and 5 are given in computable series forms.
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