The distribution and the exact percentage points for Wilks'Lmvc criterion
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Wilks'Lmvc 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.
Key words and phrasesLikelihood ratio criterion multinormal population exact null distribution exact percentage points
AMS subject classification62H10 33A15
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- Mathai, A. M. (1977). On the non-null distribution of Wilks'Lmvc,Sankhyā, B,39, Part 4.Google Scholar