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 9

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 (76), for different values of and samples of size .

Near-exact distributions
2 6 10

10 82.52872654147179311367711677
11 190.34577352567912574418958472 190.34577224119045860164933939 190.34577224119046305269448848
60 88.61692747841779863573642579 88.61692745278611013951753747 88.61692745278611013324695622
460 83.25188239392602534312672397 83.25188239386900029725019512 83.25188239386900029725019084
15 160.91477802694323358920183897
16 364.24055367674081921965459933 364.24055364729180144370579916 364.24055364729180141324533927
65 176.92888004902098965390468116 176.92888004652298399068321382 176.92888004652298398935665716
465 162.88896091620593405370503267 162.88896091619839192532218731 162.88896091619839192532218500
25 392.50115579019226559339157016
26 865.98217181891738253073510565 865.98217181564421769408452503 865.98217181564421769411599634
75 449.82888066877263241039729095 449.82888066790844106600627651 449.82888066790844106598248210
475 400.06815103634197188114099440 400.06815103633783183795559146 400.06815103633783183795559133
50 1408.73177341938097671969938629
51 3008.86102439239945267715486761 3008.86102439143486337077345854 3008.86102439143486337077347761
100 1744.77616968248446695304159926 1744.77616968166143981696831893 1744.77616968166143981696823169
500 1459.87886196492823624335068318 1459.87886196491897609569196780 1459.87886196491897609569196779

10 92.01002361413199132182815244
11 226.65802233268160965656246440 226.65802050594440639840352032 226.65802050594440942100275312
60 98.81456601487869161798863928 98.81456589548535463063927369 98.81456589548535461913454163
460 92.81648438468645753157179639 92.81648438439817704231467008 92.81648438439817704231465890
15 173.85385431432844593057930059
16 417.34840709478673000029559780 417.34840705292241842439350332 417.34840705292241840622917724
65 191.19761414641994048857514633 191.19761413728546916412651829 191.19761413728546916385955487
465 175.98737199442095758355328501 175.98737199439157553407869592 175.98737199439157553407869464
25 412.29747839373905678663071280
26 952.93384227143576783559100319 952.93384226668216247367925905 952.93384226668216247369526304
75 472.65378089035668898963824328 472.65378088767304149154578277 472.65378088767304149156442088
475 420.24826946954476567253237555 420.24826946953125669939828606 420.24826946953125669939828612
50 1445.59855177795512096240506173
51 3181.37814988860070147625187269 3181.37814988714219606939294787 3181.37814988714219606939296092
100 1791.13488232226638659185402987 1791.13488231997376953941120636 1791.13488231997376953941135956
500 1498.09772807257343724270969706 1498.09772807254669066052003540 1498.09772807254669066052003541