Exact robustness studies of the test of independence based on four multivariate criteria and their distribution problems under violations

摘要: Exact robustness studies against non-normality have been carried out for test of independence based on the four multivariate criteria: Hotelling's trace,U (p) , Pillai's trace,V Wilks' criterion,W and Roy's largest root,L . The density functions ofU ,W andL obtained in canonical correlation case further moments m.g.f. ofV derived. All study is distribution characteristic roots under violations. Numerical results power function tabulated two-roots case. Slight does not affect seriously.V (2) found to be most robust nonnormality.