JOURNAL ARTICLE
Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models
Liliam CardeñoArmando GómezVpin Tayal
Year: 2007 Journal: DOAJ (DOAJ: Directory of Open Access Journals)
Abstract
In this article the distribution of the likelihood ratio test statistic for testing equality of covariance matrices of completely symmetric Gaussian models has been derived in beta series. Comparison of results with the exact results has also been done.
Keywords:
Homogeneity (statistics) Mathematics Likelihood-ratio test Statistic Covariance Statistics Gaussian Applied mathematics Econometrics Physics
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Topics
Advanced Scientific Research Methods
Life Sciences → Agricultural and Biological Sciences → Food Science
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
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