Non-null Distribution of The Likelihood Ratio Statistic for Testing Multisample Compound Symmetry

Abstract

The non-null distribution of the modified likelihood ratio test statistic Λ∗ for testing multisample compound symmetry of q multivariate Gaussian models is derived. The non-null moments of Λ∗ are obtained in terms of Lauricella's hypergeometric function. The non-null distribution is expressed in terms of H-function.

Keywords

• Compound symmetry
• distribution; likelihood ratio test
• intraclass correlation
• null moments