Journal of the Korean Statistical Society

  • 제13권2호
  • /
  • Pages.73-80
  • /
  • 1984
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On Testing Multisample Sphericity in the Complex Case

  • Nagar, D.K. (University of Rajasthan, and Bowling Green State Universit) ;
  • Gupta, A.K. (University of Rajasthan, and Bowling Green State Universit)
  • 발행 : 1984.12.01
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초록

In this paper, likelihood-ratio test has been derived for testing multisample sphericity in complex multivariate Gaussian populations. The $h^{th}$ moment of the test statistic is given and its exact distribution has been derived using inverse Mellin transform. Asymptotic distribution of the statistic is also given.

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참고문헌

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