Products of ratios of gamma functions - An application to the distribution of the test statistic for testing the equality of covariance matrices.
Filipe J. MarquesPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- test statistic
- covariance matrices
- covariance matrix
- gaussian distribution
- hypothesis testing
- statistical tests
- null hypothesis
- likelihood ratio
- large deviations
- distribution free
- random variables
- maximum likelihood
- gaussian mixture model
- normal distribution
- distance measure
- vector space
- gaussian mixture
- sample size
- feature vectors
- principal component analysis
- linear classifiers
- machine learning
- mixture model
- statistical analysis
- lower bound