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Biometrika 1990 77(2):443; doi:10.1093/biomet/77.2.443
© 1990 by Biometrika Trust
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MISCELLANEA

On the normal approximation to the Lawley—Hotetling trace criterion

TITO A. MIJARES

Polytechnic University of the Philippines/National Statistics Office Graduate Programme in Applied Statistics Manila, Philippines

Significance points of the Lawley-Hotelling trace criterion for a linear hypothesis can be approximated by using the normal distribution with correct first two moments.

Key Words: Hotelling's generalized T02 • Lawley's test • Pillai's U(s) test • Trace test


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