A NORMAL APPROXIMATION FOR THE DISTRIBUTION OF THE LIKELIHOOD RATIO STATISTIC IN MULTIVARIATE-ANALYSIS OF VARIANCE
成果类型：
Note
署名作者：
MUDHOLKAR, GS; TRIVEDI, MC
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/67.2.485
发表日期：
1980
页码：
485488
关键词：
摘要：
A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the well-known approximations due to Box (1949) and Rao (1948). The approximations due to Box and Rao deteriorate as the number of variables or, in the terminology of 1-way classification, the number of groups increases. Both approximations give poor results when the number of degrees of freedom for erros is small. The normal approximation is nowhere strikingly poor.
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