ABSTRACT
From (6.66) the probability density function of R1 (random variable corresponding to r1) is
Thus under H0, R1 has a central beta distribution with parameter The significance points for the test based on R1 are given by Tang (1938). From
(7.17) and (7.20) it is obvious that the power of Hotelling’s T2-test or its equivalent depends only on the quantity d2 and increases monotonically with d2.
