| 关于K个复相关矩阵相等的检验 |
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| 引用本文： | A.K.Gupta,D.G.Kabe. 关于K个复相关矩阵相等的检验[J]. 东北数学, 2000, 16(4): 405-410 |
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| 作者姓名： | A.K.Gupta D.G.Kabe |
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| 作者单位： | Bowling Green State University and St.Marys University，Bowling Green State University and St.Marys University |
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| 摘 要： | § 1.Ｉｎｔｒｏｄｕｃｔｉｏｎ ＷｅａｒｅｇｉｖｅｎｋｉｎｄｅｐｅｎｄｅｎｔＷｉｓｈａｒｔｄｅｎｓｉｔｉｅｓｏｆｔｈｅ (ｐ +ｑ)× (ｐ +ｑ)ｒａｎｄｏｍｓｙｍｍｅｔｒｉｃｐｏｓｉｔｉｖｅｄｅｆｉｎｉｔｅｍａｔｒｉｃｅｓＧ1,… ,Ｇｋｔｏｂｅｇ(Ｇｉ) =Ｋｅｘｐ -12 ｔｒＲ- 1ｉ Ｇｉ Ｇｉ12 (ｎｉ- ｑ-ｐ- 1) ,(1 )ｗｈｅｒｅｉ=1 ,… ,ｋ,ａｎｄＲｉｄｅｎｏｔｅｓｔｈｅｐｏｐｕｌａｔｉｏｎｃｏｒｒｅｌａｔｉｏｎｍａｔｒｉｘｏｆｔｈｅｉ ｔｈｐｏｐｕｌａｔｉｏｎａｎｄＫａｓａｇｅｎｅｒｉｃｌｅｔｔｅｒｄｅｎｏｔｅ…
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| 关 键 词： | 复相关矩阵 假设检验 分布理论 |
On Testing Equality of K Multiple Correlation Matrices |
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| Gupta,AK Kabe,DG. On Testing Equality of K Multiple Correlation Matrices[J]. Northeastern Mathematical Journal, 2000, 16(4): 405-410 |
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| Authors: | Gupta AK Kabe DG |
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| Abstract: | Coutsourides derived an ad hoc nuisance paratmeter removal test for testing equality of two multiple correlation matrices of two independent p variate normal populations under the assumption that a sample of size n is available from each population. This paper presents a likelihood ratio test criterion for testing equality of K multiple correlation matrices and extends the results to the testing of equality of K partial correlation matrices. |
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| Keywords: | normal population multiple correlation matrix partial correlations matrix distribution theory test of hypothesis likelihood ratio test |
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