Exact noncentral distributions of Wilks' Lambda and Wilks-Lawley U criteria as mixtures of incomplete beta functions: for three tests

DOI10.1214/aos/1176345210zbMath0459.62035OpenAlexW2080420875MaRDI QIDQ1152183

G. William Walster, Marietta J. Tretter

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345210

zbMATH Keywords

canonical correlation MANOVA Wilks lambda exact noncentral distributions mixtures of incomplete beta functions Wilks-Lawley U criteria

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Analysis of variance and covariance (ANOVA) (62J10)

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On testing homogeneity of variances for gaussian models ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ A statistical method for the serial comparison of vector cardiograms ⋮ On the type-B integral equation and the distribution of wilks statist for testing independence of several groups of variables ⋮ Extensions of Wilks' integral equations and distributions of test statistics ⋮ Wilks' Integral Equations in Multivariate Distribution Theory ⋮ On the distribution of the product of independent beta random variables ⋮ Various representations of a generalized hypergeometric function through statistical techniques

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