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Distribution of the likelihood ratio criterion for testing Σ = Σ0, μ = μ0 |
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| Authors: | B.N. Nagarsenker K.C.S. Pillai |
| Affiliation: | Purdue University USA |
| Abstract: | The exact null distribution of the likelihood ratio criterion for testing H0: Σ = Σ0 and μ = μ0 against alternatives H1: Σ ≠ Σ0 or μ ≠ μ0 in Np(μ, Σ) has been obtained as (a) a chi-square series and (b) a beta series. Percentage points have been tabulated for p = 2(1) 6, α = .005, .01, .025, .05, .1, and .25 and various values of sample size N. |
| Keywords: | 62H10 62E15 Exact null distribution likelihood ratio criterion chi-square series beta series test specifying mean vector and covariance matrix percentage points |
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