The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic

作者：Coelho Carlos A^*; Marques Filipe J

来源：Communications in Statistics - Theory and Methods, 2013, 42(7): 1153-1175.

DOI：10.1080/03610926.2012.704542

• Generalized integer gamma distribution
• Generalized near-integer gamma distribution
• Mixtures

In this article the authors show how by adequately decomposing the null hypothesis of the multi-sample block-scalar sphericity test it is possible to obtain the likelihood ratio test statistic as well as a different look over its exact distribution. This enables the construction of well-performing near-exact approximations for the distribution of the test statistic, whose exact distribution is quite elaborate and non-manageable. The near-exact distributions obtained are manageable and perform much better than the available asymptotic distributions, even for small sample sizes, and they show a good asymptotic behavior for increasing sample sizes as well as for increasing number of variables and/or populations involved.

• 出版日期2013-4-1