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

Abstract

An asymptotic formula is derived for the nonnull distribution of Hotelling's 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.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1975
Accession Number
ADA008796

Entities

People

  • K. S. Pillai
  • Nashat B. Saweris

Organizations

  • Purdue University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Air Force
  • Algorithms
  • Applied Mathematics
  • Asymptotic Series
  • Biodiesels
  • Classification
  • Coefficients
  • Contracts
  • Covariance
  • Data Science
  • Information Science
  • Lepidoptera
  • Mathematical Analysis
  • Notation
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.