ASYMPTPTIC DISTRIBUTION OF LIKELINOOD RATIO STATISTIC FOR TESTING MULTISAMPLE SPHERICITY

  • Gupta, A.K. (Department of Mathematics and Statistics, Bowling Green State University) ;
  • Nagar, D.K. (Department of Statistics, University of Rajasthan, Jaipur, India) ;
  • Jain, Kalpana (Department of Statistics, University of Rajasthan, Jaipur, India)
  • Published : 1992.06.01

Abstract

In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing multisample sphericity have been derived in the null and nonnull cases when the alternatives are close to the null hypothesis. These expansions are obtained in the form of series of data distributions.

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