Higher order monotone Bartlett-type adjustment for some multivariate test statistics

Higher order monotone Bartlett-type adjustment for some multivariate test statistics
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某些多元检验统计量的高阶单调 Bartlett 型调整

DOI:
10.1093/biomet/83.4.923
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发表时间:
1996
期刊:
影响因子:
2.7
通讯作者:
Yoshihide Kakizawa
Yoshihide Kakizawa
中科院分区:
数学2区
文献类型:
--
作者:
Yoshihide Kakizawa

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假设检验统计量S = Sn的零分布函数按X2分布展开.本文给出了一个求单调变换T(x)的方法,使得T(S)服从n-k阶卡方分布。这种技术被应用到Hotelling的T2统计量的特殊情况。
Suppose that the null distribution function of some test statistic S = S n is expanded in terms of X 2 distributions. In this paper we provide a method for finding a 'monotone' transformation T(x) such that T(S) has chi-squared distribution to order n -k . This technique is applied to the special case of Hotelling's T 2 -statistic.