### Abstract

In this paper, the distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix of a p-variate normal distribution is circular symmetric has been derived. The distribution is obtained in series form using the inverse Mellin transform and the residue theorem. Percentage points for p=4,5,6 and 7 have been computed using distributional results derived in this article.

Original language | English (US) |
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Pages (from-to) | 79-89 |

Number of pages | 11 |

Journal | Computational Statistics and Data Analysis |

Volume | 47 |

Issue number | 1 |

DOIs | |

State | Published - Aug 1 2004 |

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### Keywords

- Circular symmetry
- Distribution
- Inverse Mellin transform
- Likelihood ratio test statistic
- Residue theorem

### ASJC Scopus subject areas

- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics

### Cite this

*Computational Statistics and Data Analysis*,

*47*(1), 79-89. https://doi.org/10.1016/j.csda.2003.10.016

**Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry.** / Nagar, Daya K.; Chen, Jie; Gupta, Arjun K.

Research output: Contribution to journal › Article

*Computational Statistics and Data Analysis*, vol. 47, no. 1, pp. 79-89. https://doi.org/10.1016/j.csda.2003.10.016

}

TY - JOUR

T1 - Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry

AU - Nagar, Daya K.

AU - Chen, Jie

AU - Gupta, Arjun K.

PY - 2004/8/1

Y1 - 2004/8/1

N2 - In this paper, the distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix of a p-variate normal distribution is circular symmetric has been derived. The distribution is obtained in series form using the inverse Mellin transform and the residue theorem. Percentage points for p=4,5,6 and 7 have been computed using distributional results derived in this article.

AB - In this paper, the distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix of a p-variate normal distribution is circular symmetric has been derived. The distribution is obtained in series form using the inverse Mellin transform and the residue theorem. Percentage points for p=4,5,6 and 7 have been computed using distributional results derived in this article.

KW - Circular symmetry

KW - Distribution

KW - Inverse Mellin transform

KW - Likelihood ratio test statistic

KW - Residue theorem

UR - http://www.scopus.com/inward/record.url?scp=4544361208&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=4544361208&partnerID=8YFLogxK

U2 - 10.1016/j.csda.2003.10.016

DO - 10.1016/j.csda.2003.10.016

M3 - Article

AN - SCOPUS:4544361208

VL - 47

SP - 79

EP - 89

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 1

ER -