On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma_1=\Sigma_2$
检验两个协方差矩阵相等的若干统计量的渐近分布
The asymptotic non-null distributions of four statistics, used for testing the hypothesis Ho: $\Sigma_1=\Sigma_2$ , are developed. These expansions are obtained by the partial differential equations method of Muirheard (Ann. Math. Statist. 41 1002-1010). The procedure permits a simple extension of the results of Pillai and Nagarsenker (J. Multivariate Anal. 2 96-114).