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