Premium
EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS
Author(s) -
Tang J.,
Gupta A. K.
Publication year - 1986
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1986.tb00588.x
Subject(s) - mathematics , statistics , multivariate statistics , sphericity , exact statistics , test statistic , statistic , exact test , test (biology) , multivariate analysis , multivariate analysis of variance , statistical hypothesis testing , paleontology , biology , geometry
Summary In this paper, exact solution of Wilks' type‐ B integral equation has been obtained in its most general form as a series of weighted gamma distributions. This general result then gives the distributions of many test statistics in multivariate analysis. In particular the distributions of Wilks' Λ, the sphericity test criterion, and Bartlett's test statistic, are derived in easily computable form.