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

DOI10.1007/BF02506346zbMath0223.62065OpenAlexW1988402939MaRDI QIDQ2548142

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

Publication date: 1970

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

Full work available at URL: https://doi.org/10.1007/bf02506346

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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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• On a Property of a Test for the Equality of Two Normal Dispersion Matrices Against One-sided Alternatives
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• 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)