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