The Annals of Mathematical Statistics

Noncentral Distribution of Wilks' Statistic in Manova

A. K. Gupta

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In this paper, the exact distribution of Wilks' likelihood ratio criterion, $\Lambda$, for MANOVA in the noncentral linear case i.e. when the alternative hypothesis is of unit rank, has been obtained and explicit expressions for the same for $p = 2, 3, 4$ and 5, where $p$ is the number of variables and for general $f_1$ and $f_2$ are given. A general form of the distribution of $\Lambda$ in this case, for any $p$, is also given. It has been shown that the total integral of the series obtained by taking a few terms only, rapidly approaches the theoretical value one as more terms are taken into account. Further the accuracy of the approximation, suggested by Posten and Bargmann [11], is examined numerically and it has been shown that the approximation is excellent except when $f_1$ and $f_2$ are both small and the noncentrality parameter $\lambda^2$ is large.

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Ann. Math. Statist., Volume 42, Number 4 (1971), 1254-1261.

First available in Project Euclid: 27 April 2007

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Gupta, A. K. Noncentral Distribution of Wilks' Statistic in Manova. Ann. Math. Statist. 42 (1971), no. 4, 1254--1261. doi:10.1214/aoms/1177693238.

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