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Thread: Lambda distribution, need help on approach

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    Lambda distribution, need help on approach




    Let A~Wp(I,m) and B~Wp(I,n) with A and B independent, with m≥p. [ “ I ” is the identity matrix here] We say that:
    Λ = det⁡(A) ÷ det⁡(A+B) has a wilks’ lambda distribution with parameters p,m,n. Simulate the 95th percentile of a wilks’ lambda with parameters p=3, m=5, n=6. Note this distribution is important when performing the likelihood ratio test for a MANOVA and a Multivariate Regression Model.

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    Re: Lambda distribution, need help on approach

    Hi! We are glad that you posted here! This looks like a homework question though. Our homework help policy can be found here. We mainly just want to see what you have tried so far and that you have put some effort into the problem. I would also suggest checking out this thread for some guidelines on smart posting behavior that can help you get answers that are better much more quickly.

    Please also try to avoid duplicate posts - I've deleted your other post.
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    Re: Lambda distribution, need help on approach


    Please find my solution attached. Is this correct?
    Attached Thumbnails Attached Thumbnails Click image for larger version

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