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Nonnull distributions of two test criteria for independence under local alternatives |
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| Authors: | Hisao Nagao |
| Abstract: | For testing the independence of q-sets in a p-variate normal population, the asymptotic distributions of the likelihood ratio test, and the test proposed by the author under local alternatives are derived in terms of noncentral χ2 variates. |
| Keywords: | Test of independence likelihood ratio criterion and trace criterion asymptotic expansion distribution function |
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