BS2 Further Statistical Inference HT09 - Lecture 8
Wilks' distribution and Hotelling's T2
This lecture discusses two fundamental distributions occurring in multivariate normal testing problems. Wilks distribution is also sometimes known as the U-distribution, for example in Seber (1984) where it is described in section 2.5.4-2.5.6. Hotelling's T2 is described there in section 2.4
Last updated: Wednesday, 18 February 2009 15:35. Steffen L. Lauritzen