In an earlier paper [Psychometrika, 31, 1966, p. 147], Srivastava obtained a test for the Hypothesis H0 : Σ =α0Σ0 + ... +αlΣl, where Σi are known matrices,αi are unknown constants and Σ is the unknown (p × p) covariance matrix of a random variablex (withp components) having ap-variate normal distribution. The test therein was obtained under (p × p) covariance matrix of a random variablex (with p components) the condition that Σ0, Σ1, ..., Σl form a commutative linear associative algebra and a certain vector θ, dependent on these, has non-negative elements. In this paper it is shown that this last condition is always satisfied in the special situation (of importance in structural analysis in psychometrics) where Σ0, Σ1, ..., Σl are the association matrices of a partially balanced association scheme.