The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 26, Number 1 (1955), 117-121.
Some New Test Criteria in Multivariate Analysis
Abstract
Three new test criteria are proposed for overall tests of hypotheses in multivariate analysis. They are based on the characteristic roots of certain matrices obtained from the product moment matrices of samples drawn from multivariate normal populations. The approximate distributions of the statistics involved in the tests are found as Type I or Type II Beta distributions.
Article information
Source
Ann. Math. Statist., Volume 26, Number 1 (1955), 117-121.
Dates
First available in Project Euclid: 28 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728599
Digital Object Identifier
doi:10.1214/aoms/1177728599
Mathematical Reviews number (MathSciNet)
MR67429
Zentralblatt MATH identifier
0064.13801
JSTOR
links.jstor.org
Citation
Pillai, K. C. S. Some New Test Criteria in Multivariate Analysis. Ann. Math. Statist. 26 (1955), no. 1, 117--121. doi:10.1214/aoms/1177728599. https://projecteuclid.org/euclid.aoms/1177728599
