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Biometrika 1971 58(3):647-651; doi:10.1093/biomet/58.3.647
© 1971 by Biometrika Trust
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Asymptotic formulae for the distribution of a multivariate test statistic: Power comparisons of certain multivariate tests

YOONG-SIN LEE

University of Malaya Kuala Lumpur

An asymptotic formula is derived for the distribution function of a familiar statistic used in testing the general linear hypothesis in multivariate analysis. The powers of three familar criteria for testing the multivariate general linear hypothesis are compared for moderately large sample sizes.

Key Words: Asymptotic distributions of multivariate test statistics • Comparison of powers of tests of multivariate linear hypothesis • Likelihood ratio test • Wilks's test


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