Title of article
Exact distribution of the generalized Wilks’s statistic and applications
Author/Authors
Pham-Gia، نويسنده , , T.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2008
Pages
19
From page
1698
To page
1716
Abstract
We establish the exact expression of the density of Wilks’s statistic Λ ( 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
Wilks’s statistic , Meijer function , product , Linear discriminant , Regression , 62H10 , 62H15 , Matrix variate Beta distribution , Ratio
Journal title
Journal of Multivariate Analysis
Serial Year
2008
Journal title
Journal of Multivariate Analysis
Record number
1558979
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