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...
- 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/
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. |
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