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Asymptotic Expansion for the Distribution of a Statistic Admitting a Stochastic Expansion. II

โœ Scribed by Chibisov, D. M.


Book ID
118227903
Publisher
Society for Industrial and Applied Mathematics
Year
1981
Tongue
English
Weight
836 KB
Volume
26
Category
Article
ISSN
0040-585X

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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