The Annals of Mathematical Statistics

Some New Test Criteria in Multivariate Analysis

K. C. S. Pillai

Full-text: Open access

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


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