# statsmodels.stats.multivariate.test_cov¶

statsmodels.stats.multivariate.test_cov(cov, nobs, cov_null)[source]

One sample hypothesis test for covariance equal to null covariance

The Null hypothesis is that cov = cov_null, against the alternative that it is not equal to cov_null

Parameters
covarray_like

Covariance matrix of the data, estimated with denominator (N - 1), i.e. ddof=1.

nobsint

number of observations used in the estimation of the covariance

cov_nullnd_array

covariance under the null hypothesis

Returns
resinstance of HolderTuple

results with statistic, pvalue and other attributes like df

References

Bartlett, M. S. 1954. “A Note on the Multiplying Factors for Various Χ2 Approximations.” Journal of the Royal Statistical Society. Series B (Methodological) 16 (2): 296–98.

Rencher, Alvin C., and William F. Christensen. 2012. Methods of Multivariate Analysis: Rencher/Methods. Wiley Series in Probability and Statistics. Hoboken, NJ, USA: John Wiley & Sons, Inc. https://doi.org/10.1002/9781118391686.

StataCorp, L. P. Stata Multivariate Statistics: Reference Manual. Stata Press Publication.