ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION |
| |
Authors: | A. K. Gupta |
| |
Affiliation: | Bowling Green State University |
| |
Abstract: | In this paper, the exact distribution of the likelihood-ratio criterion for testing the hypothesis of sphericity in a multivariate normal distribution is derived as a mixture of incomplete beta functions. Some advantages of the present derivation are also indicated. |
| |
Keywords: | |
|
|