ASYMPTOTIC-DISTRIBUTION OF MATUSITAS DISTANCE - APPLICATION TO THE LOCATION MODEL

The extension of Mahalanobis's distance to the case of a mixture of di screte and continuous variables is useful in many applications of disc riminant analysis. In this note, the asymptotic chi-squared distributi on of the estimator of Matusita's distance under the null hypothesis i s obtained and the rate of convergence is evaluated through simulation s in the case of the location model.