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The distribution and the exact percentage points for Wilks'Lmvc criterion

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Summary

Wilks'Lmvc is the likelihood ratio criterion for testing the hypothesis that the mean values are equal, the variances are equal and the covariances are equal, in ap-variate normal population. In this article the exact null distribution as well as the exact percentage points are given for the first time. The distribution is obtained for the most general cases and the inverse tables, namely, the values ofu for given values ofF(u) are computed for the values ofF(u)=0.01, 0.02, 0.05 and for the various values ofn andp whereF(u) is the exact distribution function of the test statistic,n=N−1 andN is the sample size. The exact tables are given forp=2, 3, 4, 5, 6, 7, 8, 9.

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References

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Authors and Affiliations

  1. McGill University, Montreal, Canada

    A. M. Mathai & R. S. Katiyar

  2. University of Campinas Universidade Estadual de Campinas, Campinas, Brazil

    A. M. Mathai & R. S. Katiyar

Authors
  1. A. M. Mathai
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  2. R. S. Katiyar
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Mathai, A.M., Katiyar, R.S. The distribution and the exact percentage points for Wilks'Lmvc criterion. Ann Inst Stat Math 31, 215–224 (1979). https://doi.org/10.1007/BF02480278

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  • DOI: https://doi.org/10.1007/BF02480278

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