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Exact distribution of the non-central Wilks’s statistic of the second kind

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  • Phong, Duong Thanh
  • Thu, Pham-Gia
  • Thanh, Dinh Ngoc

Abstract

We derive the exact expressions of the density of Wilks’s non-central statistic of the second kind in the linear and planar cases. Those expressions are given in rapidly converging infinite series and can be used for numerical computation.

Suggested Citation

  • Phong, Duong Thanh & Thu, Pham-Gia & Thanh, Dinh Ngoc, 2019. "Exact distribution of the non-central Wilks’s statistic of the second kind," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 80-89.
    • Handle: RePEc:eee:stapro:v:153:y:2019:i:c:p:80-89
    DOI: 10.1016/j.spl.2019.05.018
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    References listed on IDEAS

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    1. I. M. Johnstone & B. Nadler, 2017. "Roy’s largest root test under rank-one alternatives," Biometrika, Biometrika Trust, vol. 104(1), pages 181-193.
    2. Pham-Gia, T., 2008. "Exact distribution of the generalized Wilks's statistic and applications," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1698-1716, September.
    3. Arjun K. Gupta & Daya K. Nagar, 2000. "Matrix-variate beta distribution," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 24, pages 1-11, January.
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