Amendments and Corrections: The Mahalanobis Distance and Elliptic Distributions
Ann F. S. Mitchell, W. J. Krzanowski · Biometrika · 1989
On page 518 the expressions for u2 and v2 should be U2= S2 _ (n3/N2), v2=t72-(m3/2N2). In view of the complexity of the formula (3d 1), it is worth noting that it gives the same numerical results, in a number of examples, as the subsequent formula of Mielke & Berry (1985). It also agrees numerically in these examples with the exact third central moment calculated using the enumeration algorithm of Saunders referred to in our paper.