Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions

DOI10.1007/BF02506346zbMath0223.62065MaRDI QIDQ2548142

K. C. S. Pillai, Hung C. Li

Publication date: 1970

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests

Cites Work

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• The multivariate distribution of complex normal variables
• On a Property of a Test for the Equality of Two Normal Dispersion Matrices Against One-sided Alternatives
• A Class of Tests with Monotone Power Functions for Two Problems in Multivariate Statistical Analysis
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis
• Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
• On the Monotonic Character of the Power Functions of Two Multivariate Tests
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)