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On the exact distribution of Wilks's criterion

Authors :
Arjun K. Gupta
K. C. Sreedharan Pillai
Source :
Biometrika. 56:109-118
Publication Year :
1969
Publisher :
Oxford University Press (OUP), 1969.

Abstract

SUMMARY In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, and explicit expressions for A 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 off2> 10, extending the tabulations of Schatzoff (1966) for the above values of p.

Details

ISSN :
14643510 and 00063444
Volume :
56
Database :
OpenAIRE
Journal :
Biometrika
Accession number :
edsair.doi...........2234134d60bdb0ca0f9d47707789b6d6