Exact distribution of the generalized Wilks's statistic and applications

T. Pham-Gia

Journal of Multivariate Analysis, 2008, vol. 99, issue 8, 1698-1716

Abstract: We establish the exact expression of the density of Wilks's statistic [Lambda](n,p,q), and also those of the densities of the product and ratio of two independent such statistics, in terms of Meijer functions, and provide applications with numerical illustrations in various domains of Multivariate Analysis.

Keywords: 62H10; 62H15; Matrix; variate; Beta; distribution; Wilks's; statistic; Product; Ratio; Meijer; function; Linear; discriminant; Regression (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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