Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions |
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Authors: | Yosihito Maruyama |
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Institution: | Department of Applied Mathematics, Faculty of Science, Science University of Tokyo, 1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan |
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Abstract: | This paper discusses asymptotic expansions for the null distributions of some test statistics for profile analysis under non-normality. It is known that the null distributions of these statistics converge to chi-square distribution under normality Siotani, M., 1956. On the distributions of the Hotelling's T2-statistics. Ann. Inst. Statist. Math. Tokyo 8, 1–14; Siotani, M., 1971. An asymptotic expansion of the non-null distributions of Hotelling's generalized T2-statistic. Ann. Math. Statist. 42, 560–571]. We extend this result by obtaining asymptotic expansions under general distributions. Moreover, the effect of non-normality is also considered. In order to obtain all the results, we make use of matrix manipulations such as direct products and symmetric tensor, rather than usual elementwise tensor notation. |
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Keywords: | 62H10 62E20 |
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