ASYMPTOTIC NONNULL DISTRIBUTION OF LRC FOR TESTING $H:\mu=\mu_0$; $E=\sigma^2 I_p$ IN GAUSSIAN POPULATION
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Abstract
In this paper asymptotic expansions of the nonnull distribution of the likelihood ratio statistic for testing $H:\mu=\mu_0$; $E=\sigma^2 I_p$, against alternatives which are close to $H$, for Gaussian population, have been derived.
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