Hotelling’s Generalized T 2 in the Multivariate Analysis of Variance
多元方差分析中的 Hotelling 广义 T²
SUMMARY Hotelling’s generalized T2 is the sum of the roots of the determinantal equation |Z - θY/n| = 0, where Y and Z have central and non-central p-dimensional Wishart distributions with d.f. Q and n. Y and Z are obtained as the sum of products matrices for p-variate normal distributions N(0, σ1) and N(b(q), σ1). The distribution of this statistic is shown to be a monotonic increasing function of each of the population roots. An unbiased estimate of a linear function of…