The exact distribution of the likelihood ratio test statistic used to test simultaneously the equality of means and circularity of the covariance matrix

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Abstract

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.
Original languageUnknown
Title of host publicationAIP Conference Proceedings
Pages789-792
Volume1558
DOIs
Publication statusPublished - 1 Jan 2013
EventICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS -
Duration: 1 Jan 2013 → …

Conference

ConferenceICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS
Period1/01/13 → …

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