Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions (Q1106588)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions |
scientific article |
Statements
Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions (English)
0 references
1987
0 references
In many practical problems, one needs to compare variabilities of several multidimensional populations. The concept of standardized generalized variance (SGV) is introduced as an extension of the concept of GV. Considering multivariate normal populations of possibly different dimensions and general covariance matrices, LRTs are derived for SGVs. The criteria turn out to be elegant multivariate analogues to those for tests for variances in the univariate cases. The null and nonnull distributions of the test criteria are deduced in computable forms in terms of special functions, e.g., Pincherle's H-function, by exploiting the theory of calculus of residues [\textit{A. M. Mathai} and \textit{R. K. Saxena}, Ann. Math. Statist. 40, 1439-1448 (1969; Zbl 0186.530)].
0 references
likelihood ratio tests
0 references
standardized generalized variance
0 references
multivariate normal populations
0 references
Pincherle's H-function
0 references
calculus of residues
0 references