ON HOTELLING'S GENERALIZATION OF T2
Abstract
K. C. SREEDHARAN PILLAI, PABLO SAMSON, JR; ON HOTELLING'S GENERALIZATION OF T2, Biometrika, Volume 46, Issue 1-2, 1 June 1959, Pages 160–168, https://doi.o
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Both the Muller and Peterson and O'Brien and Shieh approaches approximate the exact distributions of Wilks's U, Hotelling-Lawley T1, Hotelling-Lawley T2, and Pillai's V by F distributions and are asymptotically equivalent.
“Both approaches approximate the exact distributions of Wilks's U (Rao, 1951), the Hotelling-Lawley T 1 (Pillai & Samson, 1959), the Hotelling-Lawley T 2 (McKeon, 1974), and Pillai's V (Pillai & Mijares, 1959) by F distributions and are asymptotically equivalent.”
From G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007) · cites this paper as Pillai & Samson, 1959
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- Authors
- PILLAI, K. C. S., & SAMSON, P.
- Affiliations
- University of the Philippines System (PH)
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1959
- Volume
- 46
- Issue
- 1-2
- Pages
- 160-168
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2004643188
- Cited by
- 33
- References
- 0
- Citations by year
- 2016: 1 · 2013: 1
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Biometrika (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
- Keywords
- Hotelling's T2 statistic, multivariate analysis, multivariate hypothesis testing, multivariate normal distribution
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