A Test to Determine Closeness of Multivariate Satterthwaite's Approximation

A. I. Khuri, T Mathew and D. G. Nel

Journal of Multivariate Analysis, 1994, vol. 51, issue 1, 201-209

Abstract: The distribution of a nonnegative linear combination of mean square matrices associated with a balanced multivariate mixed model can be approximated by a central Wishart distribution. A necessary and sufficient condition for this approximation to be exact is presented. A multivariate test statistic is then developed to determine the closeness of the approximation for a given data set.

Date: 1994
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