数学物理学报(英文版) ›› 1999, Vol. 19 ›› Issue (1): 62-80.

• 论文 • 上一篇    下一篇

DISTRIBUTION OF VOTAW’S 1(vc) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX

 Arjun K. Gupta, Daya K. Nagar   

  1. Department of Mathematics and Statistics Bowling Green State University,
    Bowling Green, Ohio 43403-0221, USA Departamento de Matem´aticas Universidad de Antioquia, Medell´?n, A. A. 1226, Colombia
  • 收稿日期:1997-01-20 出版日期:1999-03-02 发布日期:1999-03-02

DISTRIBUTION OF VOTAW’S 1(vc) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX  

 Arjun K. Gupta, Daya K. Nagar   

  1. Department of Mathematics and Statistics Bowling Green State University,
    Bowling Green, Ohio 43403-0221, USA Departamento de Matem´aticas Universidad de Antioquia, Medell´?n, A. A. 1226, Colombia
  • Received:1997-01-20 Online:1999-03-02 Published:1999-03-02

摘要:

The distribution of Votaw’s 1(vc) criterion for testing compound symmetry
of the covariance matrix of a t−variate Gaussian model has been obtained in terms of
Meijer’s G−function as well as in computable series form. Special cases of the density
have also been derived using reduction formulae for G−function.

关键词: Meijer’s G−function, compound symmetry, inverse Mellin transformation,
bi-polarity.

Abstract:

The distribution of Votaw’s 1(vc) criterion for testing compound symmetry
of the covariance matrix of a t−variate Gaussian model has been obtained in terms of
Meijer’s G−function as well as in computable series form. Special cases of the density
have also been derived using reduction formulae for G−function.

Key words: Meijer’s G−function, compound symmetry, inverse Mellin transformation,
bi-polarity.

中图分类号: 

  • 62H10