Percentage Points for Testing Equality of Two Covariance Matrices Under Intraclass Correlation Structure
Abstract
By employing the inverse Mellin transform and the calculus of residues, we derive the exact null distribution of the likelihood ratio statistic for testing the homogeneity of covariance matrices of two p-variate Gaussian populations having compound symmetry. As a practical component of this work, critical values (percentage points) have been computed for p = 3(1)9.
Fields of Study & Subjects
Random Matrices and Applications
Statistical Methods in Clinical Trials
Advanced Statistical Methods and Models
Publication details
- Journal / source
- Contemporary Mathematics
- Pages
- 314–325
- Publication date
- 4 January 2026