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Johanna Orozco-Castaneda, Edwin Zarrazola, Daya K. Nagar,

Independence and equality of covariance matrices of two multivariate normal distributions.

Int. J. Math. Comput. Sci., 20, no. 1, (2025), 353-360

DOI:

https://doi.org/10.69793/ijmcs/01.2025/edwin

Keywords and phrases:

Block sphericity, covariance matrix, distribution, test criterion, null moments, inverse Mellin transform, percentage points, residue theorem.

Abstract:

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.