Madhusudan Bhandary, Debasis Kundu
Abstract
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A likelihood ratio test for testing the equality of the ranks of two non-negative definite covariance matrices arising in the area of signal processing is derived. The asymptotic distribution of the test statistic follows a Chi-square distribution from the general theory of likelihood ratio test.
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A likelihood ratio test for testing the equality of the ranks of two non-negative definite covariance matrices arising in the area of signal processing is derived. The asymptotic distribution of the test statistic follows a Chi-square distribution from the general theory of likelihood ratio test.
Key concepts: Mathematics, Likelihood-ratio test, Pearson's chi-squared test, Statistics, Test statistic, Chi-square test, Test (biology), Score test