## The Annals of Statistics

- Ann. Statist.
- Volume 1, Number 6 (1973), 1222-1224.

### Properties of Tests Concerning Covariance Matrices of Normal Distributions

S. Das Gupta and N. Giri

#### Abstract

The unbiasedness and the monotonicity property of the power functions of a class of tests for the equality of covariance matrices of two $p$-variate normal distributions have been studied. For testing $\Sigma = I_p$ in a $p$-variate normal distribution with mean vector $\mu$ and covariance matrix $\Sigma$, a class of tests is proposed and their power functions and admissibility are studied.

#### Article information

**Source**

Ann. Statist., Volume 1, Number 6 (1973), 1222-1224.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176342572

**Digital Object Identifier**

doi:10.1214/aos/1176342572

**Mathematical Reviews number (MathSciNet)**

MR350969

**Zentralblatt MATH identifier**

0287.62027

**JSTOR**

links.jstor.org

**Keywords**

Covariance matrix normal distributions power unbiasedness monotonicity admissibility

#### Citation

Gupta, S. Das; Giri, N. Properties of Tests Concerning Covariance Matrices of Normal Distributions. Ann. Statist. 1 (1973), no. 6, 1222--1224. doi:10.1214/aos/1176342572. https://projecteuclid.org/euclid.aos/1176342572