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 Scopus citations

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 languageEnglish (US)
Pages (from-to)79-89
Number of pages11
JournalComputational Statistics and Data Analysis
Volume47
Issue number1
DOIs
Publication statusPublished - Aug 1 2004
Externally publishedYes

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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

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