期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2002
卷号：30
DOI：10.1155/S0161171202012838
出版社：Hindawi Publishing Corporation
摘要：The multiple correlation coefficient is used in a large variety
of statistical tests and regression problems. In this article, we
derive the null distribution of the square of the sample multiple
correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations. The moments of 1−R2 and inverse Mellin transform have been used to derive the density of R2.
