Asymptotic formulae for the distribution of a multivariate test statistic: Power comparisons of certain multivariate tests

Document Type

Article

Publication Date

1-1-1971

Abstract

SUMMARY: An asymptotic formula is derived for the distribution function of a familiar statistic used in testing the general linear hypothesis in multivariate analysis. The powers of three familar criteria for testing the multivariate general linear hypothesis are compared for moderately large sample sizes. © 1971 Oxford University Press.

Keywords

Asymptotic distributions of multivariate test statistics, Comparison of powers of tests of multivariate linear hypothesis, Likelihood ratio test, Wilks's test

Publication Title

Biometrika

ISSN

0006-3444

Divisions

Science

Volume

58

Issue

3

Publisher

Oxford University Press

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