Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices

Table 1

Exact and asymptotic 0.95 and 0.99 quantiles for where for the statistic in (8), for different values of and samples of size .

		exact	Asymptotic-
10			76.77780315606147980433710659
	11	184.84579506364826855487849906
	60	82.86779631112725385496956047
	460	77.50088072977322094345813820
15			153.19790274395621072198817490
	16	356.83946609433702153375390686
	65	169.23132191434840041430238602
	465	155.17420633635277455721974156
25			379.74587752919253597245376194
	26	853.62442647392551959929457598
	75	437.12290346767321994020024210
	475	387.31925318201483716457949700
50			1382.92839770564012472044120417
	51	2983.52950629554250120199516974
	100	1719.07640203276757900109720368
	500	1434.09183007253302711800352147
10			85.95017624510346845181671517
	11	221.13637373719535956938670312
	60	92.78317859393323169599466291
	460	86.75984117402977424037787646
15			165.84100085082047675645088502
	16	409.92566639020778120425384446
	65	183.23718212829228159346647123
	465	167.98095654076846741881112565
25			399.22970790268112734530953113
	26	940.55141434060365229501805667
	75	459.68274728064743270409254333
	475	407.19370031104569525049581690
50			1419.46244733465596475819616876
	51	3156.01716925813527651187643029
	100	1765.17588807596249988258749774
	500	1471.99072215013613268320536543