| DISTRIBUTION OF VOTAW'S λ_1(vc) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX |
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| 作者姓名： | Arjun K. Gopta |
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| 作者单位： | Arjun K. Gopta(Department of Mathematics and Statistics Bowling Green State University，Bowling Green，Ohio 43403-0221，USA)Data K. Nagar(Departamento de Matematicas Universidad de Antioquia，Medellin，A. A. 1226，Colombia) |
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| 摘 要： | 1IntroductionLetnbeanormalt--variatepopulationandXj,j=1,',t(t23)bethej--thvariateinn.Letthesetofvariatesxl,'txtbepartitionedintoqmutuanyexclusivesubsetsofwhich.say,esubsetscontainexactlyonevariateandthereasoningk=q--esubsets(k21)containti,'ttkvariatesrespectively,wheref.22(y=1,'tk;e Z:=,t.=f).Nogeneralityislostinassumingthatthetvariatesareorderedsothatthefirst,belongtothe,subsetscontainingoneyaxiateeach,andnexttivariatesbelongto(I 1)--fhsubset,',thelasttivariatestotheq--thsubset,whe…
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| 收稿时间： | 20 January 1997 |
DISTRIBUTION OF VOTAW’S λ1(vc) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX |
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| Arjun K. Gopta.DISTRIBUTION OF VOTAW’S λ1(vc) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX[J].Acta Mathematica Scientia,1999,19(1):62-80. |
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| Authors: | Arjun K Gopta |
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| Institution: | Department of Mathematics and Statistics Bowling Green State University, Bowling Green, Ohio 43403-0221, USA;Departamento de Matemáticas Universidad de Antioquia, Medellin, A. A. 1226, Colombia |
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| Abstract: | The distribution of Votaw’s λ1 (vc) criterion for testing compound symmetry of the covariance matrix of a t–variate Gaussian model has been obtained in terms of Meijer’s G–function as well as in computable series form. Special cases of the density have also been derived using reduction formulae for G–function. |
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| Keywords: | Meijer's G-function compound symmetry inverse Mellin transformation bi-polarity |
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