Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry

Castañeda López, María Eugenia; Nagar, Daya Krishna

Registro en:

Castañeda, M. E., & Nagar, D. K. (2004). Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry. Revista integración, Temas De matemáticas, 22(1 y 2), 59–66. Recuperado a partir de https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/512

0120-419X

https://hdl.handle.net/10495/30363

2145-8472

https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/512

https://repositorioslatinoamericanos.uchile.cl/handle/2250/8472154

Autor

Castañeda López, María Eugenia

Nagar, Daya Krishna

Institución

Universidad de Antioquia (Colombia)

Resumen

ABSTRACT: The non-null distribution of the modiﬁed likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is expressed in terms of H-function.

COL0000532

Materias

Compound symmetry

Distribution

Likelihood ratio test

Intraclass correlation

Null moments