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Direction and Dimensionality Tests Based on Hotelling's Generalized T02

Published online by Cambridge University Press:  05 September 2017

A. M. Kshirsagar
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Abstract

Bartlett and Williams have shown that the hypothesis of the goodness-of-fit of one or more assigned discriminant functions in the case of several groups can be tested using Wilks's A criterion. By factorizing this A criterion suitably, it is also possible to test whether the directions of the given functions are inadequate or whether the number of proposed functions is inadequate. Hotelling's statistic is a competitor of Wilks's A in multivariate analysis; previously its use for this hypothesis and also for the dimensionality and direction aspects of this hypothesis was unknown. The present paper derives the appropriate type statistics for this and also gives their exact null distributions.

Type
Part III — Statistical Theory
Information
Journal of Applied Probability , Volume 12 , Issue S1 , 1975 , pp. 57 - 66
Copyright
Copyright © 1975 Applied Probability Trust 

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References

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