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On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic

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Abstract

For the Bartlett–Nanda–Pillai statistic, we find computable estimates for accuracy of approximation, i.e., we describe explicitly the dependence on all parameters of the distributions that occur in the inequalities. For the other two classical statistics traditionally used in multivariate analysis of variance, i.e., the likelihood-ratio and Lawley–Hotelling statistics, similar computable estimates were found earlier.

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Authors and Affiliations

  1. Lomonosov Moscow State University, Moscow, 119991, Russia

    A. A. Lipatiev & V. V. Ulyanov

  2. Higher School of Economics, Moscow, 101100, Russia

    V. V. Ulyanov

Authors
  1. A. A. Lipatiev
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  2. V. V. Ulyanov
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Corresponding author

Correspondence to A. A. Lipatiev.

Additional information

Dedicated to A. A. Borovkov on occasion of his 85th birthday.

Original Russian Text © A.A. Lipatiev and V.V. Ulyanov, 2016, published in Matematicheskie Trudy, 2016, Vol. 19, No. 2, pp. 109–118.

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Lipatiev, A.A., Ulyanov, V.V. On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic. Sib. Adv. Math. 27, 153–159 (2017). https://doi.org/10.3103/S1055134417030014

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