Abstract
In this paper the non-null distribution of Hotelling's T2 and the null distribution of multiple correlation R2 are derived when the sample is taken from a mixture of two p-component multivariate normal distributions with mean vectors μ1 and μ2 respectively and common covariance matrix ∑, ∑. In a special case the non-null distribution of R2 is a l s o given, while the general noncentral distribution is given i n Awan (1981). These results have been used to study the robustness of T2 and R2 tests by Srivastava and Awan (1982), and Awan and Srivastava (1982) respectively.