References
- Anderson , T. W. 1984 . An Introduction to Multivariate Statistical Analysis , New York : John Wiley & Sons .
- Fisher , R. A. The general sampling distribution of the multiple correlation coefficient . Proc. Roy. Soc. Vol. A 121 , pp. 654 – 673 .
- Gupta , A. K. and Kabe , D. G. 1989 . “ On some non-central distribution problems for the mixture of two normal populations ” . Bowling Green State University . Technical Report No. 89–05
- 1987 . IMSL Fortran Subroutines for Mathematical Applications
- Kabe , D.G. 1965 . Generalization of Sverdrup's Lemma and its application to multivariate distribution theory . Annals of Mathematical Statistics , 36 : 671 – 676 .
- Srivastava , M.S. 1984 . On the distribution of Hotelling's T2 and Multiple Correlation R2 when sampling from a mixture of two normals . Communications in Statistics- Theory and Methods , 12 ( 13 ) : 1481 – 1497 .
- Srivastava , M.S. and Awan , H.M. 1980 . “ On the robustness of correlation coefficient in sampling from a mixture of two bivariate normals ” . University of Toronto . Technical Report No.9, Department of Statistics
- Srivastava , M.S. and Awan , H.M. 1982 . On the robusteness of Hotelling's T2-test and distribution of Linear and Quadratric forms in sampling from a mixture of two multivariate normal populations . Communications in Statistics-Theory and Methods , 11 ( 1 ) : 81 – 107 .
- Sverdrup , E. 1947 . Derivation of the Wishart distribution of the second order sample moments by straightforward integration of a multiple integral . Skandinavisk Aktuarietidskrift , 30 : 151 – 166 .
- Tan , W.Y. 1976 . On the distribution of the sample covariance matrix from a mixture of normal densities . South African Statistical Journal , 12 : 47 – 55 .
- Titterington , D.M. , Smith , A.F.M. and Makov , U.E. 1985 . Statistical analysis of finite mixture distributions , New York : John Wiley and Sons .