Distribution of Likelihood Ratio Statistic for Testing Equality of Covariance Matrices of Multivariate Gaussian Models
检验多元高斯模型协方差矩阵相等的似然比统计量分布
In this paper the exact distribution of the likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models has been derived. Percentage points of the test statistic have also been tabulated.