Research Article

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

Table 11

Quantiles of orders and for the chi-square approximation and for the near-exact distributions that match , 6, or 10 exact moments, of for the l.r. statistic in (98), for different values of and samples of size .

Near-exact distributions
2 6 10

10 83.675260742720985209859769504
11 191.40417508216086413376362096 191.40417507456156657285101953 191.40417507456156582171789369
60 89.75551474727646979869969732 89.75551474640967644843717358 89.75551474640967644824901262
460 84.39744286268007803380889520 84.39744286267799553786765774 84.39744286267799553786765754
15 162.015627915781020974421513240
16 365.27598959457250439641270781 365.27598924568078011317902861 365.27598924568078023771489768
65 178.02159933390715505406007972 178.02159930927581887701221583 178.02159930927581887281868717
465 163.98875588508246868863047277 163.98875588500965129426910391 163.98875588500965129426909762
25 393.563502697733190559496512362
26 867.00163199459511920686859768 867.00163196313224586608216176 867.00163196313224586631572990
75 450.88354614389745101761538811 450.88354613612423832735039952 450.88354613612423832726057126
475 401.12939936195988958155797530 401.12939936192330144108737902 401.12939936192330144108737858
50 1409.76374981471409967132946025
51 3009.86996103494312689347231192 3009.86996103484414649104682359 3009.86996103484414649104682436
100 1745.80181083720649016504206416 1745.80181083711886310915937759 1745.80181083711886310915937366
500 1460.90974356899046369444463197 1460.90974356898945187656106283 1460.90974356898945187656106283

10 93.216859660238415548016837195
11 227.72045780686361924157771904 227.72045779716228291792684432 227.72045779716228232600823452
60 100.00766587721934070773055100 100.00766587324444064978254945 100.00766587324444064947003150
460 94.02162317660297597321472166 94.02162317659253570112582966 94.02162317659253570112582916
15 174.996346513999368603209796319
16 418.38682050544091438546913353 418.38682000788295279610953591 418.38682000788295286039688584
65 192.32704662492917996667148895 192.32704653485001159062688254 192.32704653485001158976312093
465 177.12815947623512459860873742 177.12815947595193142347546688 177.12815947595193142347546347
25 413.385621639270785606729896736
26 953.95532266934168704083850077 953.95532262361714954158839471 953.95532262361714954171095313
75 473.73022881819913551147338725 473.73022879405047104192607988 473.73022879405047104199617631
475 421.33473289045564827205481429 421.33473289033629484717703330 421.33473289033629484717703352
50 1446.64377167058432609278629314
51 3182.38825614178288689315436637 3182.38825614163324534715229586 3182.38825614163324534715229638
100 1792.17081609574757121169227449 1792.17081609550358487097066245 1792.17081609550358487097066936
500 1499.14133899336021309354248845 1499.14133899335729098476088160 1499.14133899335729098476088160