Accession Number : ADA014734

Title :   On the Distributions of the Likelihood Ratio Statistics for Tests of Certain Covariance Structures of Complex Multivariate Normal Populations.

Descriptive Note : Interim rept.,


Personal Author(s) : Lee,J. C. ; Chang,T. C. ; Krishnaiah,P. R.

Report Date : JUN 1975

Pagination or Media Count : 43

Abstract : In this report, the authors approximated the distributions of the likelihood ratio statistics for testing certain hypotheses in multivariate analysis with suitable Pearson type distributions. Using these approximations, they have constructed extensive tables and illustrated the usefulness of these tables with the data on the vibrations of a C-5A aircraft. The hypotheses that are considered include the hypotheses of sphericity, multiple independence, multiple homogeneity of covariance matrices when the underlying distributions are complex multivariate normal.

Descriptors :   *Vibration, *Statistical analysis, Multivariate analysis, Normal density functions, Hypotheses, Time series analysis, Tables(Data), Jet transport planes

Subject Categories : Transport Aircraft
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE