Distributions of a Class of Statistics Useful in Multivariate Analysis
一类多元分析统计量的分布
In this article, exact and asymptotic distributions of a class of statistics whose moments are of a particular form have been obtained. An application to Wilks's criterion for testing a linear hypothesis is given, and it is shown by numerical comparison that the first term of the asymptotic expansion of the distribution obtained in this article is better than Box's asymptotic expansion in terms of chisquared distributions. The exact distribution is easily computable and has…