


























This short note considers the problem of testing the null hypothesis that the mean values of two multivariate normal variables are proportional. We show that the usual likelihood ratio $χ^2$-test is valid non-asymptotically. Our proof relies on expressing the test statistic as the minimum eigenvalue of a Wishart variable and using a representation of its distribution using Legendre polynomials.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。