Abstract
Abstract Bartlett's modified likelihood ratio statistic A is often suggested in multivariate analysis for testing equality of covariance matrices. Unfortunately, the χ 2-approximation to the null distribution of −2 log Λ is useful only when the data is normally distributed. This article presents a pooled bootstrap procedure that replaces the χ 2-approximation and makes Bartlett's statistic a useful tool for data analysis. This procedure also applies to most quadratic form test statistics.
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