Testing sphericity using small samples |
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| Authors: | T Pham-Gia N Turkkan |
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| Institution: | 1. Department of Mathematics and Statistics , Université de Moncton , New Brunswick, Canada , E1A 3E9thu.pham-gia@umoncton.ca;3. Department of Mathematics and Statistics , Université de Moncton , New Brunswick, Canada , E1A 3E9 |
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| Abstract: | It is shown here that with small sample sizes, the null distribution of the ellipticity, or sphericity, likelihood criterion W(n, p) can be obtained very accurately, either by computation using the Meijer function, or by Monte Carlo simulation. Testing in repeated measures design can now be carried out with much more accuracy. |
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| Keywords: | sphericity Meijer function beta distribution simulation percentiles computation non-null distribution zonal polynomials |
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