Abstract
This article derives the likelihood ratio statistic to test the independence between (X 1,…,X r ) and (X r+1,…,X k ) under the assumption that (X 1,…,X k ) has a multivariate normal distribution and that a sample of size n is available, where for N observation vectors all components are available, while for M = (n + N) observation vectors, the data on the last q components, (Xk-q+1,…,X k ) are missing (k+q≥r).