Noncentral Distribution of Wilks' Statistic in Manova
Gupta, A. K.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1254-1261 / Harvested from Project Euclid
In this paper, the exact distribution of Wilks' likelihood ratio criterion, $\Lambda$, for MANOVA in the noncentral linear case i.e. when the alternative hypothesis is of unit rank, has been obtained and explicit expressions for the same for $p = 2, 3, 4$ and 5, where $p$ is the number of variables and for general $f_1$ and $f_2$ are given. A general form of the distribution of $\Lambda$ in this case, for any $p$, is also given. It has been shown that the total integral of the series obtained by taking a few terms only, rapidly approaches the theoretical value one as more terms are taken into account. Further the accuracy of the approximation, suggested by Posten and Bargmann [11], is examined numerically and it has been shown that the approximation is excellent except when $f_1$ and $f_2$ are both small and the noncentrality parameter $\lambda^2$ is large.
Publié le : 1971-08-14
Classification: 
@article{1177693238,
     author = {Gupta, A. K.},
     title = {Noncentral Distribution of Wilks' Statistic in Manova},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1254-1261},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693238}
}
Gupta, A. K. Noncentral Distribution of Wilks' Statistic in Manova. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1254-1261. http://gdmltest.u-ga.fr/item/1177693238/