Higher order monotone Bartlett-type adjustment for some multivariate test statistics
- 1 December 1996
- journal article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 83 (4) , 923-927
- https://doi.org/10.1093/biomet/83.4.923
Abstract
Suppose that the null distribution function of some test statistic S = Sn is expanded in terms of χ2 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 n−k. This technique is applied to the special case of Hotelling's T2-statistic.Keywords
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