The Exact Distribution of Wilks' Criterion
Mathai, A. M. ; Rathie, P. N.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1010-1019 / Harvested from Project Euclid
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In this paper the exact distribution of Wilks' likelihood ratio criterion for testing linear hypothesis about regression coefficients is discussed. The exact distribution, in the most general case, is given in simple algebraic functions which can be computed without much difficulty. Explicit expressions for the density function as well as for the cumulative distribution function are given under the null hypothesis.
Publié le : 1971-06-14
Classification:  
@article{1177693329,
     author = {Mathai, A. M. and Rathie, P. N.},
     title = {The Exact Distribution of Wilks' Criterion},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1010-1019},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693329}
}

Mathai, A. M.; Rathie, P. N. The Exact Distribution of Wilks' Criterion. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1010-1019. http://gdmltest.u-ga.fr/item/1177693329/