Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test |
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| Authors: | EM Carter MS Srivastava |
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| Institution: | University of Guelph, Guelph, Ontario, Canada;University of Toronto, Toronto, Canada |
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| Abstract: | The modified likelihood ratio criterion for testing the homogeneity of variances of p univariate normal populations, and the sphericity test, are both shown in this paper to have a monotone nondecreasing power function. |
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| Keywords: | 62H15 Monotonicity sphericity test homogeneity of variances |
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