𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the distributions of the hotelling’ST2-statistics

✍ Scribed by Minoru Siotani

Publisher
Springer Japan
Year
1956
Tongue
English
Weight
526 KB
Volume
8
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Asymptotic Expansion for the Distribu
An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality
✍ Yasunori Fujikoshi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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

Asymptotic null and nonnull distribution
Asymptotic null and nonnull distribution of Hotelling's T2-statistic under the elliptical distribution
✍ Toshiya Iwashita 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 743 KB

This paper is concerned with asymptotic distribution of Hotelling's T 2-statistic under the elliptical distribution for the null hypothesis and the local alternative under the elliptical distribution. Asymptotic expansions for the distribution of T 2 for the null case and the local alternative are g