The distribution of the sphericity test criterion
The exact distribution of Mauchly's sphericity test criterion W = S/[trS/p]p, when S is the sum of product matrix from a sample of size N taken from a p-variate normal population, is obtained using contour integration and methods similar to those of Nair and Box. Tables of percentage points for p = 4(1)10, [alpha] = 0.01 and 0.05, and various values of N (including small) are given and comparisons made with approximate percentage points using methods of Box, Mauchly, Tukey and Wilks, and Davis.
Year of publication: |
1973
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Authors: | Nagarsenker, B. N. ; Pillai, K. C. S. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 2, p. 226-235
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Publisher: |
Elsevier |
Keywords: | Exact distribution sphericity test criterion contour integration factorial series percentage points approximations |
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