The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables

DOI10.1080/01966324.2010.10737781zbMath1228.62019MaRDI QIDQ3104336

Carlos A. Coelho, Luís M. Grilo

Publication date: 19 December 2011

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2010.10737781

zbMATH Keywords

mixtures; proximity measures; sum of gamma random variables; beta and gamma random variables; sum of log beta

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E15: Exact distribution theory in statistics

Related Items

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution, The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics

Cites Work

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