Application of the finite form representations of meijer G and Fox H functions to the distribution of several likelihood ratio test statistics

Carlos A. Coelho, Barry C. Arnold

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

In this chapter the authors present a number of l.r.t. statistics used in Multivariate Analysis, both for real and complex random variables, whose exact distributions are particular cases of the products of independent Beta r.v.’s in Theorems 3.1–3.3 in Chap. 3, and whose p.d.f.’s and c.d.f.’s have thus their expressions given by Corollaries 4.1–4.5 in the previous chapter.

Original languageEnglish
Title of host publicationFinite Form Representations for Meijer G and Fox H Functions
Place of PublicationCham
PublisherSpringer
Pages71-452
Number of pages382
ISBN (Electronic)978-3-030-28790-0
ISBN (Print)978-3-030-28789-4
DOIs
Publication statusPublished - 2019

Publication series

NameLecture Notes in Statistics
PublisherSpringer
Volume223
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

Keywords

  • Circularity test
  • Composition of tests
  • Covariance structure tests
  • Equality of mean vectors
  • Exact distribution
  • Exact quantiles
  • Independence test
  • Invariance
  • Parallelism test for profiles
  • Scalar block sphericity test
  • Tests for an expected value matrix

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