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Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure |
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| Authors: | Arjun K. Gupta Armando Gómez |
| Affiliation: | 1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio, USA;2. Instituto de Matemáticas, Universidad de Antioquia, Medellín, Colombia |
| Abstract: | The exact null distribution of the likelihood ratio test statistic for testing equality of covariance matrices of q compound symmetric Gaussian models (bivariate or trivariate) has been obtained and percentage points for q ? 5 have been computed. The inverse Mellin transform and calculus of residues have been used to derive these results. |
| Keywords: | Distribution Intraclass correlation Inverse Mellin transform Null moments Residue theorem Test criterion |