Acta mathematica scientia,Series B ›› 1999, Vol. 19 ›› Issue (1): 62-80.

• Articles • Previous Articles     Next Articles

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

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.

CLC Number: 

  • 62H10
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