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Exact distribution of Wilks' lVccriterion and its percentage points in the complex case

 

作者: Anita Singh,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1982）
卷期: Volume 11, issue 2  

页码: 217-225

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812255

 

出版商: Marcel Dekker, Inc.

 

关键词: exact null distribution;complex normal population;likelihood ratio criterion;Meijer's G-function;contour integration;Mellin transform;tables of percentage points

 

数据来源: Taylor

 

摘要:

The exact null distribution of Wilks' LVC_ criterion for testing the hypothesis, α and ρ unknown,against the alternative A ≠ H where, in a p-variate complex normal population, has been derived in a gamma series form and in an alternate series form using contour integration. Percentage points for p =2 (1) 8 for various levels of significance and various degrees of freedom have been computed but in this paper we present selected tables only.

 

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