On the exact distribution of Wilks's criterion

作者：K. C. Sreedharan Pillai, Arjun K. Gupta · 发表于：Biometrika · 年份：1969 · DOI：10.1093/biomet/56.1.109 · 被引用次数：78 · 研究领域：Bayesian Methods and Mixture Models、Advanced Statistical Methods and Models、Diverse Scientific and Engineering Research

In this paper, the exact distribution of Wilks's likelihood ratio criterion, Λ, is obtained, and explicit expressions for Λ are given for p = 3, 4, 5 and 6, where p is the number of variables. The distribution is expressed as a finite series except where p and f2, the degrees of freedom, are both odd, in which case it is given in infinite series form. Lower percentage points are tabulated for selected values of f2 > 10, extending the tabulations of Schatzoff (1966) for the above values of p.