F Approximations to the Distribution of Hotelling's T 2 0
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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 McKeon, 1974
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- Authors
- McKeon, J. J.
- Corresponding author
- McKeon, James J.
- Venue
- Biometrika
- Publisher
- JSTOR
- Published
- 1974-08
- Volume
- 61
- Issue
- 2
- Pages
- 381
- ISSN
- 0006-3444 (ISSN-L)
- OpenAlex
- W4230937804
- Cited by
- 23
- References
- 0
- Citations by year
- 2024: 4 · 2022: 1 · 2016: 1 · 2015: 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 › Statistical Distribution Estimation and Applications
- Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
- Keywords
- Hotelling's T2 statistic, distribution approximation, multivariate normal distribution, multivariate analysis of variance
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