Title

https://cowles.yale.edu/sites/default/files/files/pub/d07/d0723.pdf

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.

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