Work

Independence and equality of covariance matrices of two multivariate normal distributions

Year: 2024

Type: article

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.

Source: International journal of mathematics and computer science

DOI: 10.69793/ijmcs/01.2025/edwin

Authors: Johanna Orozco-Castaneda, Edwin Zarrazola, Daya Nagar

Institution: Universidad de Antioquia

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funder: Universidad de Antioquia

OpenAlex ID: W4404556596

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