Nonnull Distribution of Hotelling's Generalized T (sub 0) (sup 2) statistic

Abstract

In the paper the author derived asymptotic expressions for percentile and c.d.f. of Hotelling's 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.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1972
Accession Number
AD0741803

Entities

People

  • Aditi Chattopadhyay

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Applied Mathematics
  • Asymptotic Series
  • Contracts
  • Covariance
  • Department Of Defense
  • Governments
  • Mathematics
  • Normal Distribution
  • Security
  • United States
  • Virginia

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Statistical inference.