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.The test statistics in question
range from common ones such as those used to test e.g. the equality of means or the
independence of blocks of variables in real or complex normally distributed random vectors to
far more elaborate tests on the structure of covariance matrices and equality of mean vectors.
The book also provides computational modules in Mathematica® MAXIMA and R which allow readers
to easily implement plot and compute the distributions of any of these statistics or any
other statistics that fit into the general paradigm described here.
