Percentage Points for Testing Equality of Two Covariance Matrices Under Intraclass Correlation Structure

Abstract

By employing the inverse Mellin transform and the calculus of residues, we derive the exact null distribution of the likelihood ratio statistic for testing the homogeneity of covariance matrices of two p-variate Gaussian populations having compound symmetry. As a practical component of this work, critical values (percentage points) have been computed for p = 3(1)9.