The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables

DOI10.1080/01966324.2010.10737781zbMath1228.62019OpenAlexW2086085825MaRDI QIDQ3104336

Carlos A. Coelho, Luís M. Grilo

Publication date: 19 December 2011

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2010.10737781

zbMATH Keywords

mixturesproximity measuressum of gamma random variablesbeta and gamma random variablessum of log beta

Mathematics Subject Classification ID

Related Items (2)

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics

Cites Work

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• Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
• Robustness of multivariate tests
• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
• On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• On the Independence of k Sets of Normally Distributed Statistical Variables
• The Exact Distribution of Wilks' Criterion

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