The distribution of the non-central Wilks statistic in the complex case

We derive an approximation of the cumulative distribution function of the non-central complex Wilks statistic Λ. Our result can be used for numerical computation and applied to several problems in multivariate analysis and signal detection.

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Bibliographische Detailangaben
Veröffentlicht in:	Statistics & probability letters 2022-05, Vol.184, p.109373, Article 109373
Hauptverfasser:	Thu, Pham-Gia, Phong, Duong Thanh
Format:	Artikel
Sprache:	eng
Schlagworte:	Non-central complex wilks statistic Non-central linear Non-central planar
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	We derive an approximation of the cumulative distribution function of the non-central complex Wilks statistic Λ. Our result can be used for numerical computation and applied to several problems in multivariate analysis and signal detection.
ISSN:	0167-7152 1879-2103
DOI:	10.1016/j.spl.2022.109373