Distributions of Lawley-Hotelling's T 0 2 related statistics: a review
Distributions of Lawley-Hotelling's T 0 2 related statistics: a review
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Lawley-Hotellings T 0 2 相关统计数据的分布:回顾
DOI:
10.1080/01966324.1989.10737251
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发表时间:
1988
影响因子:
--
通讯作者:
M. Siotani
中科院分区:
文献类型:
--
作者:
M. Siotani
SYNOPTIC ABSTRACTIn this review article on the distributions of Lawley–Hotelling's T02 and related statistics, the following topics are reviewed and discussed: (1) exact distributions, (2) system of partial differential equations related to T02, (3) asymptotic expansions for the distribution of T02 by several methods, (4) percentage points and tables, and (5) miscellanea (including the distributions of two T02 statistics and their ratio and the maximum of ordinary T2's). T02 in this paper is the test statistic for noncentrality due to population mean vectors, i.e. the MANOVA test statistic. However the discussion for the central case is valid for the null cases of equality of two population covariance matrices and the independence of two sets of variates.