On the distribution of the likelihood ratio test of equality of normal populations

Robb J. Muirhead · Canadian Journal of Statistics · 1982

Abstract It has recently been shown by Perlman (1980) that when testing the equality of several normal distributions it is the likelihood ratio test which is unbiased rather than a test based on a modified statistic in common use. This paper gives expansions for the null distribution of the likelihood ratio statistic as well as for the nonnull distribution in a special case.

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