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Lambda Criterion, Wilks'

  1. Somesh Dasgupta

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a13034

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Dasgupta, S. 2005. Lambda Criterion, Wilks'. Encyclopedia of Biostatistics. 4.

Author Information

  1. Indian Statistical Institute, India

Publication History

  1. Published Online: 15 JUL 2005

Abstract

Wilk's Λ criterion is used to test the equality of the mean vectors of k p-variate normal distributions. The distribution of the test statistic can be expressed as a function of several independent beta distributions. The power function of this test is compared with the Lawley–Hotelling trace and Philbi's trace test for MANOVA.

Keywords:

  • Lambda criterion;
  • tests for mean vectors;
  • power function