On the power function of the likelihood ratio test for MANOVA

[摘要] We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix Theta decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies. (C) 2002 Elsevier Science.

[发布日期] 2002-08-01

[关键词] Wishart distribution;maximal invariant;zonal polynomial;product of beta variates