The Distribution of the Sphericity Test Criterion,

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Abstract:

The exact distribution of Mauchlys sphericity test criterion W absolute value of stn Sp sup p where S is the sum of product matrix from a sample of size N taken from a p-variate normal population, is obtained using contour integration and methods similar to those of U. S. Nair and Box. Tables of percentage points for p 2110, alpha .005, .01, .025, .05, .1 and .25 and various values of N including small are given and comparisons made with approximate percentage points using methods of 1 Box, 2 Mauchly, 3 Tukey and Wilks and 4 Davis. Author

Author(s):
Nagarsenker, B. N. ; Pillai, K. C. S.
Author Organization(s):
PURDUE UNIV LAFAYETTE IND
Pagination:
0050

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
ARL-72-0154
Contract/Grant Number(s):
F33615-72-C-1400
Project Number(s):
AF-7071
Monitor Series:
72-0154
 Subject Terms
Joint Capability Areas:
JCA_1.4_Force Support
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STATISTICAL DISTRIBUTIONS, *SAMPLING), MATRICES(MATHEMATICS), POLYNOMIALS, APPROXIMATION(MATHEMATICS), NUMERICAL INTEGRATION, TABLES(DATA)
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
GAMMA FUNCTION, CONTOUR INTEGRATION
Report Date:
1972 Nov 01