Accession Number:

AD0711804

Title:

CORRELATION BETWEEN TWO HOTELLING'S T sup 2

Descriptive Note:

Technical rept.

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TX DEPT OF STATISTICAL SCIENCE

Personal Author(s):

Report Date:

1970-08-01

Pagination or Media Count:

9.0

Abstract:

If B is a Wishart matrix and x, y are two vectors of p components each having a multinormal distribution and if all these quantities are independently distributed, the joint distribution of the two statistics r B yy primeB xx prime yy prime and s B xx primeB xx prime yy prime is derived in this paper. The correlation between r and s is also obtained. r and s are related to Hotellings T sup 2 and are useful in problems of testing multivariate outliers.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE