### 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 |

Externally published | Yes |

### 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

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## Cite this

Nagar, D. K., Chen, J., & Gupta, A. K. (2004). Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry.

*Computational Statistics and Data Analysis*,*47*(1), 79-89. https://doi.org/10.1016/j.csda.2003.10.016