首页 | 本学科首页   官方微博 | 高级检索  
     检索      


The distribution and the exact percentage points for Wilks'L mvc criterion
Authors:A M Mathai  R S Katiyar
Institution:(1) McGill University, Montreal, Canada;(2) University of Campinas Universidade Estadual de Campinas, Campinas, Brazil
Abstract:Summary Wilks'L mvc 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.
Keywords:Likelihood ratio criterion  multinormal population  exact null distribution  exact percentage points
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号