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, 23:15, 8 April 2014
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| As shown in Wu et. al, the null distribution of the <math> \mathbf{Q} </math> statistic follows a mixture chi-sqaured distribution described as | | As shown in Wu et. al, the null distribution of the <math> \mathbf{Q} </math> statistic follows a mixture chi-sqaured distribution described as |
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− | | + | <math>\mathbf{Q}\sim\sum_{i=1}^m{\lambda_i\chi_{1,i}^2},\text{ where}</math> <math>\left(\lambda_1,\lambda_2,\dots,\lambda_m\right)\text{ are eigen values of}</math><math>\left(\sum_{i=1}^n{\mathbf{V_i}}\right)^\frac{1}{2}\mathbf{W}\left(\sum_{i=1}^n{\mathbf{V_i}}\right)^\frac{1}{2}</math> |
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