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On the derivation of the asymptotic distribution of the generalized Hotelling'sT02

✍ Scribed by Takesi Hayakawa


Publisher
Springer Japan
Year
1972
Tongue
English
Weight
549 KB
Volume
24
Category
Article
ISSN
0020-3157

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An Asymptotic Expansion for the Distribu
✍ Yasunori Fujikoshi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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