Document Type
Discussion Paper
Publication Date
9-1-1984
CFDP Number
723
CFDP Pages
23
Abstract
A new series representation of the exact distribution of Hotelling’s generalized T 0 2 statistic is found which is everywhere convergent. Earlier results by Constantine which are convergent on the interval [0,1) are also derived from the formulae given here. The new results are made possible by the use of a matrix operator calculus developed by the author.
Recommended Citation
Phillips, Peter C.B., "An Everywhere Convergent Series Representation of the Distribution of Hotellings Generalized T 2^0" (1984). Cowles Foundation Discussion Papers. 962.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/962