5.4. (Sec. 5.2.2) Use Problems 5.2 and 5.3 to show that [T 2/(N - 1)][(N - p)/p]...

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5.4. (Sec. 5.2.2) Use Problems 5.2 and 5.3 to show that [T 2/(N - 1)][(N - p)/p]

has the Fp. N_p-distribution (under the null hypothesis). [Note: This is the analysis that corresponds to Hotelling's geometric proof (1931).)

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 07:00 AM

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5.4. (Sec. 5.2.2) Use Problems 5.2 and 5.3 to show that [T 2/(N - 1)][(N - p)/p] has the Fp. N_p-distribution (under the null hypothesis). [Note: This is the analysis that corresponds to Hotelling's...
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5.4. (Sec. 5.2.2) Use Problems 5.2 and 5.3 to show that [T 2/(N - 1)][(N - p)/p]...

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An Introduction To Multivariate Statistical Analysis

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