APA Dictionary of Psychology

(symbol: Λ) a statistic used in the multivariate analysis of variance to determine whether there are significant differences between the means of groups on a combination of dependent variables. It may be converted to an F ratio to obtain a significance level or be used to calculate eta squared, which is a measure of the proportion of variance in the combination of dependent variables that is explained by the independent variable. [Samuel Stanley Wilks (1906–1964), U.S. mathematician]