Exact distributions of Wilks's likelihood ratio criterion
- 1 December 1966
- journal article
- research article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 53 (3-4) , 347-358
- https://doi.org/10.1093/biomet/53.3-4.347
Abstract
The null distributions of Wilks's likelihood ratio criterion Λ are derived, and it is shown that the density and distribution functions of Λ have exact closed form representations when p, the number of variates, or q, the hypothesis degrees of freedom. are even. Tables of correction factors for converting chi-square percentiles to exact percentiles of a logarithmic function of Λ are provided in the appendix for twenty-two (p, q) paris. Tables for an additional nineteen pairs can be obtained from those tabulated by interchanging p and q. Finally, it si shown that reasonably accurate approximations can be obtained by linear interpolation fork intermediate cases where p and q are both odd.Keywords
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