International Journal of Mathematics and Mathematical Sciences
Volume 8 (1985), Issue 3, Pages 555-562
doi:10.1155/S0161171285000606
Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
D.K. Nagar1
, S.K. Jain1
and A.K. Gupta3
1Department of Statistics, University of Rajasthan, Jaipur, Rajasthan, India
3Department of Mathematics and Statistics, Bowling Green State University, Bowling Green 43403, Ohio, USA
Abstract
In this paper, exact null distribution of the likelihood ratio criterion for testing sphericity structure in a complex multivariate normal covariance matrix is obtained in computable series form. The method of inverse Mellin transform and contour integration has been used. Certain special cases are given explicitly in terms of the hypergeometric functions.