Finite Form Representations for Meijer G and Fox H Functions : Applied to Multivariate Likelihood Ratio Tests Using Mathematica®, MAXIMA and R Paperback / softback
by Carlos A. Coelho, Barry C. Arnold
Part of the Lecture Notes in Statistics series
Paperback / softback
Description
This book depicts a wide range of situations in which there exist finite form representations for the Meijer G and the Fox H functions.
Accordingly, it will be of interest to researchers and graduate students who, when implementing likelihood ratio tests in multivariate analysis, would like to know if there exists an explicit manageable finite form for the distribution of the test statistics.
In these cases, both the exact quantiles and the exact p-values of the likelihood ratio tests can be computed quickly and efficiently. The test statistics in question range from common ones, such as those used to test e.g. the equality of means or the independence of blocks of variables in real or complex normally distributed random vectors; to far more elaborate tests on the structure of covariance matrices and equality of mean vectors.
The book also provides computational modules in Mathematica®, MAXIMA and R, which allow readers to easily implement, plot and compute the distributions of any of these statistics, or any other statistics that fit into the general paradigm described here.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:515 pages, 116 Illustrations, color; 41 Illustrations, black and white; XVIII, 515 p. 157 illus., 11
- Publisher:Springer Nature Switzerland AG
- Publication Date:14/12/2019
- Category:
- ISBN:9783030287894
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:515 pages, 116 Illustrations, color; 41 Illustrations, black and white; XVIII, 515 p. 157 illus., 11
- Publisher:Springer Nature Switzerland AG
- Publication Date:14/12/2019
- Category:
- ISBN:9783030287894
