probability distribution
Wilk's lambda distribution
Wilks' lambda distribution (named for Samuel S. Wilks), is a probability distribution used in multivariate hypothesis testing, especially with regard to the likelihood-ratio test and Multivariate analysis of variance. It is a multivariate generalization of the univariate F-distribution, and generalizes the F-distribution in the same way that the Hotelling's T-squared distribution generalizes Student's t-distribution.