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多元似然比统计量分布的若干近似
Summary Some approximations, using χ 2 and F, are given for the distribution of the likelihood ratio statistic used for simultaneous testing of the mean and covariance of a multivariate normal distribution. Consideration is given to the accuracy of the proposed approximations.
关于同方差判据 M 与多元方差分析检验 T²、W、R 的几点评论
Some synthetic sampling results on the power of Bartlett's homoscedasticity criterion M for the multivariate case are given, together with the effects that such departures from equality would have on the supposed significance levels for the analysis of variance tests Hotelling's T2, Wilks' likelihood ratio criterion W and Roy's largest root R.
检验多个协方差矩阵相等
A statistic which has been suggested for use in testing the equality of k covariance matrices is considered. Approximations to its distribution are briefly discussed and a table of significance points approximated from an asymptotic series expansion of the distribution function is given for certain parameter values.