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The Exact Non-Null Distribution of Wilks’ Λ Criterion in the Bivariate Collinear Case
Published online by Cambridge University Press: 20 November 2018
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It is well-known that Wilks’ Λ criterion is distributed as the product of p independent beta variables in the p-variable null-case [3]. In the collinear case, Λ is still distributed as the product of p independent beta variables, one of them following a non-central beta density. Thus when p=2, the exact non-null distribution of Λ in the collinear case is given by the product of two independent beta variables, one central and the other having non-centrality parameter λ.
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- Copyright © Canadian Mathematical Society 1975
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