Asymptotic expansions forL- andR-statistics under alternatives
โ Scribed by V. E. Bening
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 661 KB
- Volume
- 76
- Category
- Article
- ISSN
- 1573-8795
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๐ SIMILAR VOLUMES
introduced a class of multinomial goodness-of-fit statistics R a based on power divergence. All R a have the same chi-square limiting distribution under null hypothesis and have the same noncentral chi-square limiting distribution under local alternatives. In this paper, we investigate asymptotic ap
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