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On non-null distributions connected with testing that a real normal distribution is complex |
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| Authors: | Aksel Bertelsen |
| Abstract: | The exact and the asymptotic non-null distribution of the maximal invariant corresponding to testing that the covariance matrix of a 2m-dimensional real normal distribution has complex structure is obtained. |
| Keywords: | real complex normal distributions nun-null distribution zonal polynomials hypergeometric functions |
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