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A New F Approximation for the Pillai–Bartlett Trace under H(0)
Pillai suggested two approximations for the Pillai–Bartlett trace statistic in the null case. The first one matches one moment of a β(1) random variable, and corresponds to an F random variable, and the second matches four moments in the Pearson system. Although intuitively appealing and widely used...
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Autor principal: | |
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Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
1998
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Assuntos: | |
Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3721183/ https://ncbi.nlm.nih.gov/pubmed/23894226 |
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