On the exact distribution of Wilks's criterion
K. C. Sreedharan Pillai, Arjun K. Gupta · Biometrika · 1969
In this paper, the exact distribution of Wilks's likelihood ratio criterion, Λ, is obtained, and explicit expressions for Λ are given for p = 3, 4, 5 and 6, where p is the number of variables. The distribution is expressed as a finite series except where p and f2, the degrees of freedom, are both odd, in which case it is given in infinite series form. Lower percentage points are tabulated for selected values of f2 > 10, extending the tabulations of Schatzoff (1966) for the above values of p.