# Accession Number:

## ADA125162

# Title:

## Likelihood Ratio Tests for Relationships between Two Covariance Matrices.

# Descriptive Note:

## Technical rept.,

# Corporate Author:

## PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

# Personal Author(s):

# Report Date:

## 1982-11-01

# Pagination or Media Count:

## 20.0

# Abstract:

Likelihood ratio tests for hypotheses on relationships between two population covariance matrices Sigma 1 and Sigma 2 are derived on the basis of the sample covariance matrices having Wishart distributions. The specific hypotheses considered are 1 Sigma 2 sigma 2 Sigma 1, 2 Sigma 2 gamma sigma 2 Sigma 1, 3 Sigma 2 gamma Sigma 1 where gamma may be n.n.d. or arbitrary and the rank of gamma is less than that of Sigma 1. Some applications of these tests are given.

# Descriptors:

# Subject Categories:

- Statistics and Probability