The Annals of Mathematical Statistics

Testing Proportionality of Covariance Matrices

Walter T. Federer

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Abstract

The problem of comparing the proportionality of covariance matrices often arises in genetic experiments. Knowledge of nonproportionality of covariance matrices is useful in selection work and in genetic interpretations. In developing a test of significance for this contrast, the likelihood ratio criterion was used. Likelihood ratio tests were obtained for two sets and for three sets of independent variance-covariance matrices. The test for $r$ independent covariances was indicated and some unsolved problems were cited.

Article information

Source
Ann. Math. Statist., Volume 22, Number 1 (1951), 102-106.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177729697

Digital Object Identifier
doi:10.1214/aoms/1177729697

Mathematical Reviews number (MathSciNet)
MR39963

Zentralblatt MATH identifier
0042.14501

JSTOR
links.jstor.org

Citation

Federer, Walter T. Testing Proportionality of Covariance Matrices. Ann. Math. Statist. 22 (1951), no. 1, 102--106. doi:10.1214/aoms/1177729697. https://projecteuclid.org/euclid.aoms/1177729697


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