Miscellanea. Asymptotic distribution of Matusita's distance: Application to the location model
杂论:Matusita 距离的渐近分布及其在位置模型中的应用
The extension of Mahalanobis's distance to the case of a mixture of discrete and continuousvariables is useful in many applications of discriminant analysis. In this note, the asymptotic chisquared distribution of the estimator of Matusita's distance under the null hypothesis is obtained and the rate of convergence is evaluated through simulations in the case of the location model.