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EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS |
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| Authors: | J. Tang A. K. Gupta |
| Affiliation: | Bell Communications Research and Bowling Green State University |
| Abstract: | 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. |
| Keywords: | Type-B integral gamma and beta distributions homogeneity of variances percentage points |