Nonnull Distribution of Hotelling's Generalized T (sub 0) (sup 2) statistic
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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In the paper the author derived asymptotic expressions for percentile and c.d.f. of Hotellings Generalized T sub 0 sup 2 statistic under the nonnull assumption of mean matrix and variance coveriance matrix satisfy equations given in the text. These expressions can be used to study the robustness of the test with respect to power function and stabilization of critical region.
- Statistics and Probability