On Testing Structure Of Mean Vector Of Compound Symmetrical Gaussian Model

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS（1995）

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摘要

In this paper the moments of the likelihood ratio statistic for testing the structure of mean vector of a compound symmetric Gaussian model, have been derived by using the orthogonal transformation of variables, Then the distribution of the test statistic is studied.

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关键词

LIKELIHOOD RATIO TEST, MOMENTS, DISTRIBUTION, ORTHOGONAL TRANSFORMATION, MELLIN TRANSFORM

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