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On the Power Function of the Likelihood Ratio Test for MANOVA

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  • Bhaumik, Dulal Kumar
  • Sarka, Sanat K.

Abstract

We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix [Theta] decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.

Suggested Citation

  • Bhaumik, Dulal Kumar & Sarka, Sanat K., 2002. "On the Power Function of the Likelihood Ratio Test for MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 82(2), pages 416-421, August.
    • Handle: RePEc:eee:jmvana:v:82:y:2002:i:2:p:416-421
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    References listed on IDEAS

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    1. Gupta, Somesh Das & Perlman, Michael D., 1973. "On the power of Wilks' U-test for MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 220-225, June.
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