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

Daya K. Nagar, Jie Chen, Arjun K. Gupta

Research output: Contribution to journalArticle

8 Citations (Scopus)

### 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) 79-89 11 Computational Statistics and Data Analysis 47 1 https://doi.org/10.1016/j.csda.2003.10.016 Published - Aug 1 2004

### Fingerprint

Percentage Points
Inverse transforms
Likelihood Ratio Statistic
Normal distribution
Covariance matrix
Residue Theorem
Statistics
Symmetry
Testing
Mellin Transform
Gaussian distribution
Series
Form

### 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

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

In: Computational Statistics and Data Analysis, Vol. 47, No. 1, 01.08.2004, p. 79-89.

Research output: Contribution to journalArticle

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