Volume no :4, Issue no: 1, January 2010

ASYMPTOTIC APPROXIMATIONS FOR DISTRIBUTIONS OF TEST STATISTICS OF PROFILE HYPOTHESES FOR SEVERAL GROUPS UNDER NON-NORMALITY

Author's: Yosihito Maruyama
Pages: [95] - [106]
Received Date: July 10, 2009
Submitted by:

Abstract

The purpose of this paper is to study the distributions of statistics for testing some hypotheses concerning comparison of profiles. The hypotheses considered include the parallelism hypothesis, the level hypothesis, and the flatness hypothesis. We derive asymptotic expansions of the distribution functions of test statistics for these hypotheses and hence of the upper percentage points of the statistics up to the first order term with respect to the inverse of the sample size, under general distributions.

Keywords

asymptotic distribution, asymptotic expansion, Hotelling type statistic, non-normal population.