On the distribution of hotelling's t2and multiple correlation r2when sampling from a mixture of two normals
作者： M.S. Srivastava
DOI: 10.1080/03610928308828545
关键词: Hotelling's T-squared distribution 、 Mathematics 、 Multivariate normal distribution 、 Matrix t-distribution 、 Statistics 、 Noncentral chi-squared distribution 、 Wishart distribution 、 Matrix normal distribution 、 Elliptical distribution 、 Multivariate t-distribution 、 Statistics and Probability
摘要: In this paper the non-null distribution of Hotelling's T2 and null multiple correlation R2 are derived when sample is taken from a mixture two p-component multivariate normal distributions with mean vectors μ1 μ2 respectively common covariance matrix ∑, ∑. special case l s o given, while general noncentral given i n Awan (1981). These results have been used to study robustness tests by Srivastava (1982), (1982) respectively.
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M.S. Srivastava, Hayat M Awan, On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations Communications in Statistics-theory and Methods. ,vol. 11, pp. 81- 107 ,(1982) , 10.1080/03610928208828219