| Title | The multi-sample block-scalar sphericity test - exact and near-exact distributions for its likelihood ratio test statistic |
| Publication Type | Unpublished |
| Year of Publication | 2011 |
| Authors | Coelho CA, Marques FJ |
| Series Title | Preprint |
| Keywords | Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution., mixtures |
| Abstract | In this paper the authors show how by adequately decomposing the null hypothesis of the multi-sample block sphericity test it is possible to easily obtain the expression for its likelihood ratio test statistic as well as a different look over the exact distribution of this statistic. This different view will enable the construction of very well-performing near-exact approximations for the distribution of this test statistic, whose exact distribution is quite elaborate and non-manageable. The near-exact distributions obtained are quite manageable and perform much better than the available asymptotic distributions, even for small sample sizes, and they show a good asymptotic behavior not only for increasing sample sizes as well as for increasing number of variables and/or samples involved. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2011/20_11.pdf |
