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Nonnull distributions of two test criteria for independence under local alternatives

Author

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  • Nagao, Hisao

Abstract

For testing the independence of q-sets in a p-variate normal population, the asymptotic distributions of the likelihood ratio test, and the test proposed by the author under local alternatives are derived in terms of noncentral [chi]2 variates.

Suggested Citation

  • Nagao, Hisao, 1973. "Nonnull distributions of two test criteria for independence under local alternatives," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 435-444, December.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:4:p:435-444
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