Independence and equality of covariance matrices of two multivariate normal distributions
The exact percentage points of the likelihood ratio statistic for testing the hypothesis that two p-variate normal distributions are independent and their covariance matrices are equal have been computed for p = 2,3,4 and 5.
Authors
- Johanna Marcela Orozco-Castañeda (ORCID: https://orcid.org/0000-0002-4450-3879)
- Edwin Zarrazola (ORCID: https://orcid.org/0000-0002-0781-7924)
- Daya K. Nagar (ORCID: https://orcid.org/0000-0003-4337-6334)
Institutions
- Universidad de Antioquia (CO)
Publication Details
- Journal
- International journal of mathematics and computer science
- Published
- 2024-11-20
- DOI
- https://doi.org/10.69793/ijmcs/01.2025/edwin
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Universidad de Antioquia