TESTING SPHERICITY UNDER A MIXTURE MODEL

Alphonse K.A. Amey, A. K. Gupta

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

The robustness of Mauchly's sphericity test criterion when sampling from a mixture of two multivariate normal distributions is studied. The distribution of the sphericity test criterion when the sample covariance matrix has a non‐central Wishart density of rank one is derived in terms of Meijer's G‐functions; its distribution under the mixture model is then deduced. The robustness is studied by computing actual significance levels of the test under the mixture model using the critical values under the usual normal model.

Original languageEnglish
Pages (from-to)451-460
Number of pages10
JournalAustralian Journal of Statistics
Volume34
Issue number3
DOIs
Publication statusPublished - Jan 1 1992

Fingerprint

Sphericity Test
Sphericity
Mixture Model
Robustness
Sample Covariance Matrix
Testing
Multivariate Normal Distribution
Significance level
Critical value
Computing
Model

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

Amey, Alphonse K.A. ; Gupta, A. K. / TESTING SPHERICITY UNDER A MIXTURE MODEL. In: Australian Journal of Statistics. 1992 ; Vol. 34, No. 3. pp. 451-460.
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TESTING SPHERICITY UNDER A MIXTURE MODEL. / Amey, Alphonse K.A.; Gupta, A. K.

In: Australian Journal of Statistics, Vol. 34, No. 3, 01.01.1992, p. 451-460.

Research output: Contribution to journalArticle

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