Accession Number : ADA016729

Title :   Approximations to the Distributions of the Likelihood Ratio Statistics for Testing the Hypotheses on Covariance Matrices and Mean Vectors Simultaneously,

Corporate Author : TECHNOLOGY INC DAYTON OHIO

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

Report Date : JUN 1975

Pagination or Media Count : 53

Abstract : In this report, the authors approximated the distributions of certain powers of the likelihood ratio statistics for testing the hypothesis of the homogeneity of populations and the hypothesis that the covariance matrix and mean vector are equal to specified values when the underlying populations are real or complex multivariate normal. The accuracy of these approximations is sufficient for practical purposes.

Descriptors :   *Multivariate analysis, *Normal density functions, Statistical tests, Approximation, Tables(Data), Matrices(Mathematics), Covariance

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE