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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE