The authors show how working on thecharacteristicfunction of the negative logarithm of the likelihood ratio test statistic to test that in a multivariate normal model the means in the mean vector are all equal and the covariance matrix is circular, it is possible to obtain its exact distribution in a closed finite form. This distribution is a Generalized Integer Gamma distribution.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2013|
|Event||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS - |
Duration: 1 Jan 2013 → …
|Conference||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS|
|Period||1/01/13 → …|