节点文献
复多元正态总体球性检验似然比准则的精确分布
The Exact Distribution of Likelihood Ratio Statistic for Testing Sphericity in Complex Multivariate Normal Model
【摘要】 讨论了r个复多元正态总体中检验假设H :μ1=μ2 =… =μr=μ0 ;Σ1 =Σ2 =… =Σr=σ2 I的检验问题 ,以最一般的形式给出了用含有H_函数的级数表示的修改似然比统计量的非零精确分布
【Abstract】 In this paper the problem for testing H:μ 1=μ 2=...=μ r=μ 0;∑ 1=∑ 2=...=∑ r=σ 2I in r complex multivariate normal model is discussed, the exact nonnull distribution of likelihood ratio statistic, in the most general form, in series involving H _ function is derived.
【关键词】 矩;
分布;
球性检验;
Zonal多项式;
Lauricella超几何函数;
【Key words】 moment; distribution; sphericity test; Zonal polynomials; Lauricella’s hypergeometric function;
【Key words】 moment; distribution; sphericity test; Zonal polynomials; Lauricella’s hypergeometric function;
- 【文献出处】 广州大学学报(自然科学版) ,Journal of Guangzhou University(Natural Science Edition) , 编辑部邮箱 ,2002年02期
- 【分类号】O212
- 【被引频次】1
- 【下载频次】30