Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices (Q2423530)
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English | Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices |
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Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices (English)
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20 June 2019
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The author shows that, for a well-known hypothesis test for equality of covariance matrices in samples drawn from multivariate normal populations, the characteristic function of $-\log\Lambda$ (where $\Lambda$ is the test statistic) may be written in terms of products of ratios of gamma functions. Using a new approximation for such ratios, an approximation for this characteristic function is developed and tested numerically.
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generalized Bernoulli polynomials
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gamma function
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ratio of gamma functions
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mixtures
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asymptotic expansions
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Fourier transform
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multivariate normal populations
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