Exact Distribution of the Likelihood Ration Statistic for Testing a Hypothesis on the Variances and Correlations in Bivariate Normal Populations
D.K. Nagar and S.K. Jain (1988). Exact Distribution of the Likelihood Ration Statistic for Testing a Hypothesis on the Variances and Correlations in Bivariate Normal Populations. Journal of Statistical Research, Vol. 22, No. 1-2, pp. ??-??.
Abstract
This paper deals with distribution of the likelihood ratio test statistic for testing a hypothesis on the variances and correlations in bivariate normal populations. The most general form of the density function is obtained by using inverse Mellin transform and contour integration.
