Maximal invariants over symmetric cones
by Yasamin, A. S., Ph.D., INDIANA UNIVERSITY, 2008, 110 pages; 3337265

Abstract:

In this thesis, we consider testing hypotheses for a statistical model, where the observation space and the parameter space are a symmetric cone. In particular, we derive the joint density of the eigenvalues of a generalized Wishart distribution, and propose a test statistic for a generalization of testing homoscedasticity of covariance parameter. This test extends Bartlett’s test, which tests the equality of variances across a normally distributed population, to all types of Wishart distributions: namely, real, complex, quaternion, Lorentz and octonion types.
 
AdviserSteen Andersson
SchoolINDIANA UNIVERSITY
SourceDAI/B 69-12, p. , Mar 2009
Source TypeDissertation
SubjectsMathematics; Statistics
Publication Number3337265
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