Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure

ABSTRACT The exact null distribution of the likelihood ratio test statistic for testing equality of covariance matrices of q compound symmetric Gaussian models (bivariate or trivariate) has been obtained and percentage points for q ⩽ 5 have been computed. The inverse Mellin transform and calculus of residues have been used to derive these results.

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