© 1996 by Biometrika Trust
MISCELLANEA |
Higher order monotone Bartlett-type adjustment for some multivariate test statistics
Department of Mathematical Science, Faculty of Engineering Science, Osaka University Toyonaka 560, Japan
Suppose that the null distribution function of some test statistic S = Sn is expanded in terms of
2 distributions. In this paper we provide a method for finding a monotone transformation T(x) such that T(S) has chi-squared distribution to order nk. This technique is applied to the special case of Hotelling's T2-statistic.
Key Words: Asymptotic expansion Bartlett-type adjustment Chi-squared distribution