Exact distribution of the generalized Wilks's statistic and applications
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.
Year of publication: |
2008
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---|---|
Authors: | Pham-Gia, T. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 8, p. 1698-1716
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Publisher: |
Elsevier |
Keywords: | 62H10 62H15 Matrix variate Beta distribution Wilks's statistic Product Ratio Meijer function Linear discriminant Regression |
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