Document Type
Discussion Paper
Publication Date
9-1-1984
CFDP Number
723R
CFDP Revision Date
1986-03-01
CFDP Pages
17
Abstract
A new series representation of the exact distribution of Hotelling’s generalized T 0 2 statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the noncentral distributions. Earlier results by Constantine [1], which are convergent on the interval [0,1), are also derived quite simply from our formulae.
Recommended Citation
Phillips, Peter C.B., "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T 2^0" (1984). Cowles Foundation Discussion Papers. 963.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/963