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An Asymptotic Expansion for the Tail Area of the t-Distribution

โœ Scribed by Andrew P. Soms


Book ID
125215358
Publisher
American Statistical Association
Year
1976
Tongue
English
Weight
482 KB
Volume
71
Category
Article
ISSN
0162-1459

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In this paper we obtain an asymptotic expansion for the distribution of Hotelling's T 2 -statistic T 2 under nonnormality when the sample size is large. In the derivation we find an explicit Edgeworth expansion of the multivariate t-statistic. Our method is to use the Edgeworth expansion and to expa