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Finite Form Representations for Meijer G and Fox H Functions: Applied to Multivariate Likelihood Ratio Tests Using Mathematica(r), Maxima and R
Paperback
Series: Lecture Notes in Statistics, Book 223
ApplicationsProbability & Statistics
ISBN13: 9783030287894
Publisher: Springer Nature
Published: Dec 14 2019
Pages: 515
Weight: 1.64
Height: 1.08 Width: 6.14 Depth: 9.21
Language: English
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.
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