On the Mutual Independence of Certain Statistics
On the Mutual Independence of Certain Statistics
The results of this note yield the mutual independence of certain matrices, characteristic roots, Hotelling's $T^2$ or Mahalanobis' $D^2$ statistics, and C. R. Rao's $R$ statistic. The result concerning the mutual independence of certain of Hotelling's $T^2$ statistics has been proved by K. S. Rao [1]. The results mentioned here …