On the Power Function of the Likelihood Ratio Test for MANOVA

We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix [Theta] decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.

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Year of publication:	2002
Authors:	Bhaumik, Dulal Kumar ; Sarka, Sanat K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 82.2002, 2, p. 416-421
Publisher:	Elsevier
Keywords:	Wishart distribution maximal invariant zonal polynomial product of beta variates

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199432