On the Distribution of Wilks' Statistic for Testing the Independence of Several Groups of Variates
A. Wald,R. J. Brookner +1 more
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This article is published in Annals of Mathematical Statistics.The article was published on 1941-06-01 and is currently open access. It has received 44 citations till now. The article focuses on the topics: Independence & Statistic.read more
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Tests of Multiple Independence and the Associated Confidence Bounds
S. N. Roy,Rolf E. Bargmann +1 more
TL;DR: In this article, a test based on the union-intersection principle is proposed for overall independence between variates distributed according to the multivariate normal law, and this is extended to the hypothesis of independence between several groups of variates which have a joint multiivariate normal distribution.
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On the distribution of the product of independent beta random variables
Jen Tang,Arjun K. Gupta +1 more
TL;DR: In this article, the exact distribution of the product of independent beta random variables has been derived and its structural form is given together with recurrence relations for the coefficients of this representation, which yield a direct computational algorithm for computing the percentage points of many test criteria in multivariate statistical analysis.
Journal ArticleDOI
On the exact distribution of Wilks's criterion
TL;DR: In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, and explicit expressions for A are given for p = 3, 4, 5 and 6, where p is the number of variables.
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Sensitivity Comparisons among Tests of the General Linear Hypothesis
TL;DR: The expected significance level (ESL) of a test, defined by Dempster and Schatzoff (4) as a criterion for comparing sensitivities of competing test statistics, is defined as the expected value of the observed significance level under a simple alternative hypothesis as mentioned in this paper.