Distributions of a Class of Statistics Useful in Multivariate Analysis
Brahmanand N. Nagarsenker, Jesús Suniaga · Journal of the American Statistical Association · 1983
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 the distinct advantage that stable recurrence relations exist between the coefficients involved.