Title

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

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.

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