Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case

Abstract

This article deals with the distribution and percentage points of the likelihood ratio statistic for testing q-sample sphericity when samples are drawn from bivariate Gaussian populations. The exact distribution is obtained using the inverse Mellin transform and residue theorem. Tables of the percentage points are given for q = 2(1)6.

Key Words:

• Distribution
• Inverse Mellin transform
• Multisample sphericity
• Repeated measures designs
• Residue theorem

AMS 2000 Subject Classification:

• Primary 62H15
• Secondary 62H10

Acknowledgment

This research was supported by the Comité para el Desarrollo de la Investigación, Universidad de Antioquia research grant no. IN358CE.