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March, 1975 Central and Noncentral Distributions of Wilks' Statistic in Manova as Mixtures of Incomplete Beta Functions
Marietta J. Tretter, G. William Walster
Ann. Statist. 3(2): 467-472 (March, 1975). DOI: 10.1214/aos/1176343073

Abstract

In this paper it is shown that the distribution of the product of independently distributed beta random variables can be represented as a mixture of beta distributions. This result is then applied to derive the distributions of Wilks' statistic in the central and the noncentral linear cases. In the noncentral linear case the results of computations agree with those of Gupta (1971).

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Marietta J. Tretter. G. William Walster. "Central and Noncentral Distributions of Wilks' Statistic in Manova as Mixtures of Incomplete Beta Functions." Ann. Statist. 3 (2) 467 - 472, March, 1975. https://doi.org/10.1214/aos/1176343073

Information

Published: March, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0305.62033
MathSciNet: MR368312
Digital Object Identifier: 10.1214/aos/1176343073

Rights: Copyright © 1975 Institute of Mathematical Statistics

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Vol.3 • No. 2 • March, 1975
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