Accession Number:

ADA008796

Title:

Formulae for the Asymptotic Distribution of Hotelling's Trace under Violations

Descriptive Note:

Final rept. 1 Feb 1972-31 May 11974

Corporate Author:

PURDUE UNIV LAFAYETTE IN

Personal Author(s):

• Pillai, K. S.
• Saweris, Nashat B.

Report Date:

1975-01-01

Pagination or Media Count:

39.0

Abstract:

An asymptotic formula is derived for the nonnull distribution of Hotellings trace statistic for testing the hypothesis of the equality of the covariance matrices of two multivariate normal populations. The study is further extended to the case where one of the sample covariance matrix is distributed as noncentral Wishart and the other sample covariance matrix is distributed as central Wishart.

Descriptors:

• *MULTIVARIATE ANALYSIS
• DEGREES OF FREEDOM
• DISTRIBUTION FUNCTIONS
• MATRICES(MATHEMATICS)
• THEOREMS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE