Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
The modified likelihood ratio criterion for testing the homogeneity of variances of p univariate normal populations, and the sphericity test, are both shown in this paper to have a monotone nondecreasing power function.
Year of publication: |
1977
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Authors: | Carter, E. M. ; Srivastava, M. S. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 7.1977, 1, p. 229-233
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Publisher: |
Elsevier |
Keywords: | Monotonicity sphericity test homogeneity of variances |
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