Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review

DOI10.1080/01966324.1989.10737251zbMATH Open0718.62097OpenAlexW1967298898WikidataQ58190879 ScholiaQ58190879MaRDI QIDQ5750164FDOQ5750164

Authors: Mínoru Siotani 

Publication date: 1989

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1989.10737251

Recommendations

• scientific article; zbMATH DE number 3866363
• Approximation of the non-null distribution of generalized \(T^2\)-statistics
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)

zbMATH Keywords

tablespercentage pointsasymptotic expansionsgeneralized hypergeometric functionsgeneralized Laguerre polynomialsexact distributionszonal polynomialssystems of partial differential equationsreview articlenoncentralityPillai's traceLawley-Hotelling's statisticMANOVA test statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (4)

• Approximation of the non-null distribution of generalized \(T^2\)-statistics
• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution

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