The max trace-ratio test of the hypothesis H0:∑-1=…=;∑-k=λ∑-0
Title:
The max trace-ratio test of the hypothesis H0:∑-1=…=;∑-k=λ∑-0
Author:
Pillai, K.C.S. Young, Dennis L.
Appeared in:
Communications in statistics
Paging:
Volume 1 (1973) nr. 1 pages 57-80
Year:
1973
Contents:
A statistic proposed by Pillai (Ann. Math. Statist. (1969) 40, 1882-1883) for testing a multipopulation version of the sphericity hypothesis has been studied. The distribution of the statistic, under the null hypothesis, reduces to that of Hartley']s Fmax: [3]. The exact distribution, under the null hypothesis, is obtained for k= 2,3, and 4, where k is the number of populations, and unequal degrees of freedom, and percentage points computed for k=2 and , 3. The power of the test has been studied numerically using the exact distribution derived for k=2 under the alternative hypotheses
Journal description