Distribution of Likelihood Criteria and Box Approximation
In this paper, the exact distribution of a random variable whose moments are a certain function of gamma functions (Box, 1949), has been derived. It is shown that Box’s asymptotic expansion can be obtained from this exact distribution by collecting terms of the same order. From the point of view of computation, the derived series has a distinct advantage over the results of Box since the coefficients satisfy a recurrence relation.
Key words and phrasesAsymptotic Distribution Percentage Points Convergence Recursive Formula Test of Independence
Unable to display preview. Download preview PDF.
- Tang, J., and Gupta, A. K. (1987). ‘On the Type-B Integral Equation and the Distribution of Wilks’ Statistic for Testing Independence of Several Groups of Variables.’ Statistics, 18, (to appear).Google Scholar
- Wilks, S. S. (1932). ‘Certain Generalizations in Analysis of Variances.’ Biometrika, 24, 471–494.Google Scholar