Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry

ABSTRACT: The non-null distribution of the modified likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is ex...

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Autores:
Castañeda López, María Eugenia
Nagar, Daya Krishna
Tipo de recurso:
Article of investigation
Fecha de publicación:
2004
Institución:
Universidad de Antioquia
Repositorio:
Repositorio UdeA
Idioma:
eng
OAI Identifier:
oai:bibliotecadigital.udea.edu.co:10495/30363
Acceso en línea:
https://hdl.handle.net/10495/30363
https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/512
Palabra clave:
Compound symmetry
Distribution
Likelihood ratio test
Intraclass correlation
Null moments
Rights
openAccess
License
http://creativecommons.org/licenses/by/2.5/co/
Description
Summary:ABSTRACT: The non-null distribution of the modified likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is expressed in terms of H-function.