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Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion

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  • John, S.
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    Abstract

    Mixtures of two beta or gamma distributions having given first four, three, or two moments are found and applied to tabulate to three decimals critical values of the locally most powerful criterion of sphericity or proportions of moments of order two of a p-variate normal distribution. Expressions are given for the first four moments of the test statistic.

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    File URL: http://www.sciencedirect.com/science/article/B6WK9-4CRM9B8-7J/2/e78b8390473c18a173c95d969e94e80b
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 6 (1976)
    Issue (Month): 4 (December)
    Pages: 601-607

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    Handle: RePEc:eee:jmvana:v:6:y:1976:i:4:p:601-607

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    Related research

    Keywords: Normal Beta Gamma and mixed distributions Test of hypothesis about covariance or dispersion matrix Method of moments Recurrence relation Likelihood ratio test;

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