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

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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Year of publication:	1976
Authors:	John, S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 4, p. 601-607
Publisher:	Elsevier
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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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153235