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January 2006 Siotani’s modified second approximation for multiple comparisons of mean vectors
Yoshihide Kakizawa
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SUT J. Math. 42(1): 59-96 (January 2006). DOI: 10.55937/sut/1159987630


In the modified second approximation method for multiple comparisons of mean vectors that Professor Minoru Siotani (1959, 1960, 1964) originally proposed, it is crucial to consider the bivariate distribution of two correlated Hotelling’s T2 statistics. We focus on an application of the differential operator developed by Kakizawa and Iwashita (2005a) and then derive asymptotic expansion of the bivariate distribution of (Tab2,Tcd2) as well as its marginal Tab2.


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Yoshihide Kakizawa. "Siotani’s modified second approximation for multiple comparisons of mean vectors." SUT J. Math. 42 (1) 59 - 96, January 2006.


Received: 10 January 2006; Published: January 2006
First available in Project Euclid: 18 June 2022

Digital Object Identifier: 10.55937/sut/1159987630

Primary: 62E20 , 62H10 , 62J15

Keywords: asymptotic expansion , correlated Hotelling’s T2 statistics , differential operator , Multiple comparisons , nonnormality , simultaneous confidence intervals , Siotani’s modified second approximation method

Rights: Copyright © 2006 Tokyo University of Science

Vol.42 • No. 1 • January 2006
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