Exact distribution of the non-central Wilks’s statistic of the second kind

Duong Thanh Phong, Pham-Gia Thu and Dinh Ngoc Thanh

Statistics & Probability Letters, 2019, vol. 153, issue C, 80-89

Abstract: We derive the exact expressions of the density of Wilks’s non-central statistic of the second kind in the linear and planar cases. Those expressions are given in rapidly converging infinite series and can be used for numerical computation.

Keywords: Meijer G-function; Non-central linear; Non-central planar; Non-central Wilks’ statistic (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.05.018

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