Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models

Liliam Cardeño; Armando Gómez; Vpin Tayal

doi:10.6092/issn.1973-2201/74

Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models

Authors

Liliam Cardeño Universidad National de Antioquia, Medellin
Departamento de Matemáticas
Armando Gómez Universidad National de Antioquia, Medellin
Departamento de Matemáticas
Vpin Tayal University of Rajasthan
Department of Statistics

DOI:

https://doi.org/10.6092/issn.1973-2201/74

Abstract

In this article the distribution of the likelihood ratio test statistic for testing equality of covariance matrices of completely symmetric Gaussian models has been derived in beta series. Comparison of results with the exact results has also been done.

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How to Cite

Cardeño, L., Gómez, A., & Tayal, V. (2004). Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models. Statistica, 64(4), 799–808. https://doi.org/10.6092/issn.1973-2201/74