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On the distribution of Hotelling's one-sample T2 under moderate non-normality
A. W. Davis
Journal:

Journal of Applied Probability / Volume 19 / Issue A / 1982

Published online by Cambridge University Press:

14 July 2016, pp. 207-216

Print publication:

1982
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The asymptotic distribution of Hotelling's one-sample T2 in multivariate Edgeworth populations is expanded to terms of the first order. Comparison with published simulation results indicates that the result is quite useful, even in cases where the underlying population is not well represented by an Edgeworth expansion.

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1 results

On the distribution of Hotelling's one-sample T2 under moderate non-normality