CFDP Revision Date
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 , which are convergent on the interval [0,1), are also derived quite simply from our formulae.
Phillips, Peter C.B., "https://cowles.yale.edu/sites/default/files/files/pub/d07/d0723-r.pdf" (1984). Cowles Foundation Discussion Papers. 963.