You are not currently logged in.
Access your personal account or get JSTOR access through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Some New Test Criteria in Multivariate Analysis
K. C. S. Pillai
The Annals of Mathematical Statistics
Vol. 26, No. 1 (Mar., 1955), pp. 117-121
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2236762
Page Count: 5
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
Three new test criteria are proposed for overall tests of hypotheses in multivariate analysis. They are based on the characteristic roots of certain matrices obtained from the product moment matrices of samples drawn from multivariate normal populations. The approximate distributions of the statistics involved in the tests are found as Type I or Type II Beta distributions.
The Annals of Mathematical Statistics © 1955 Institute of Mathematical Statistics