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Encyclopedia of Environmetrics || Hotelling's T-Squared Statistic

✍ Scribed by El-Shaarawi, Abdel H.; Piegorsch, Walter W.


Book ID
120617220
Publisher
John Wiley & Sons, Ltd
Year
2006
Weight
57 KB
Category
Article
ISBN-13
9780470057339

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πŸ“œ SIMILAR VOLUMES


Asymptotics for Multivariate t-Statistic
✍ S.J. Sepanski πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 573 KB

We define the appropriate analogue of Student's \(t\)-statistic for multivariate data, and prove that it is asymptotically normal for random vectors in the domain of attraction of the normal law. We also prove that Hotelling's \(T^{2}\)-statistic has a chisquared limiting distribution for random vec