An Asymptotic Expansion for the Distribu
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Yasunori Fujikoshi
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Article
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1997
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Elsevier Science
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English
โ 630 KB
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