The unbiasedness and the monotonicity property of the power functions of a class of tests for the equality of covariance matrices of two $p$-variate normal distributions have been studied. For testing $\Sigma = I_p$ in a $p$-variate normal distribution with mean vector $\mu$ and covariance matrix $\Sigma$, a class of tests is proposed and their power functions and admissibility are studied.
Publié le : 1973-11-14
Classification:
Covariance matrix,
normal distributions,
power,
unbiasedness,
monotonicity,
admissibility
@article{1176342572,
author = {Gupta, S. Das and Giri, N.},
title = {Properties of Tests Concerning Covariance Matrices of Normal Distributions},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 1222-1224},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342572}
}
Gupta, S. Das; Giri, N. Properties of Tests Concerning Covariance Matrices of Normal Distributions. Ann. Statist., Tome 1 (1973) no. 2, pp. 1222-1224. http://gdmltest.u-ga.fr/item/1176342572/