An everywhere convergent series representation of the distribution of Hotelling's generalized T02
A new series representation of the exact distribution of Hotelling's generalized T02 statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the non-central distributions. Earlier results by , 215-225), which are convergent on the interval [0, 1), are also derived quite simply from our formulae. The paper therefore provides a solution to the long standing problem of the exact distribution of the T02 statistic in the general case.
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Volume (Year): 21 (1987)
Issue (Month): 2 (April)
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