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Exact distributions of Hotelling's generalized T20

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  • A. W. Davis

Abstract

SummaryPercentile tables are given for the null distribution of Hotelling's generalized T20 statistic. These are obtained by analytic continuation of Constantine's series using a system of linear differential equations. The accuracy of certain approximations given by Pillai and Ito is discussed.

Suggested Citation

  • A. W. Davis, 1970. "Exact distributions of Hotelling's generalized T20," Biometrika, Biometrika Trust, vol. 57(1), pages 187-191.
    • Handle: RePEc:oup:biomet:v:57:y:1970:i:1:p:187-191.
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    File URL: http://hdl.handle.net/10.1093/biomet/57.1.187
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