Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry
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...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2004
- Institución:
- Universidad Industrial de Santander
- Repositorio:
- Repositorio UIS
- Idioma:
- spa
- OAI Identifier:
- oai:noesis.uis.edu.co:20.500.14071/7091
- Acceso en línea:
- https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/512
https://noesis.uis.edu.co/handle/20.500.14071/7091
- Palabra clave:
- Compound symmetry
distribution; likelihood ratio test
intraclass correlation
null moments
- Rights
- openAccess
- License
- Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)
| Summary: | 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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