Hostname: page-component-586b7cd67f-tf8b9 Total loading time: 0 Render date: 2024-12-02T21:12:26.618Z Has data issue: false hasContentIssue false
  • English
  • Français

A Simpler Method for Getting Some Exact Distributions

Published online by Cambridge University Press:  20 November 2018

Luc Chaput
Luc Chaput*
Affiliation:
McGill University, Montreal, Quebec
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

In [1] Anderson uses a simple random sample of p-component vectors from N(μ, Σ) to test the hypothesis H, Σ = σ2I, where I is the identity matrix and σ2 is unknown. Let W= λ2/N, where λ is the likelihood ratio criterion for testing H.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 14 , Issue 4 , December 1971 , pp. 555 - 558
Copyright
Copyright © Canadian Mathematical Society 1971

References

1. Anderson, T. W., Introduction to multivariate statistical analysis, Wiley, New York, 1958.Google Scholar
2. Chaput, L., The distribution of the likelihood ratio criterion for testing hypothesis regarding covarlance matrices, M.Sc. Thesis, McGill Univ., 1969.Google Scholar
3. Consul, P. C., On the exact distributions of the criterion W for testing sphericity in ap-varlate normal distribution, Ann. Math. Statist. 38 (1967), 1170-1174.Google Scholar