• 제목/요약/키워드: Gupta

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On Testing Multisample Sphericity in the Complex Case

  • Nagar, D.K.;Gupta, A.K.
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.73-80
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    • 1984
  • 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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Distribution of Votaw's $\lambda_1$(mvc) Criterion

  • Nagar, D.K.;Gupta, A.K.
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.303-323
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    • 1994
  • In this paper, distribution of Votaw's $\lambda_1$(mvc) criterion has been obtained using inverse Mellin transform, residue theorem and properties of special functions.

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이변량 지수모형의 독립성검정

  • 김정일
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.549-556
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    • 1997
  • 본 논문에서는 Block과 Basu (1974)가 제안한 절대연속이변량지수분포(absolutely continuous bivariate exponential distribution : ACBVED)의 독립성검정에 대한 Score검정과 이 검정의 점근성을 높이기 위하여 Cordeiro와 Ferrari (1991)가 제시한 Bartlett수정항과 유사한 형태의 수정된 Score검정을 유도하였다. 그리고 수정된 Score검정의 점근성의 효과와 주변분포가 동일하다는 가정하에서 Gupta, Mehrotra와 Michalek (1984)가 제안한 우도비검정을 모의실험으로 비교하였다.

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