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An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}

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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File URL: http://cowles.yale.edu/sites/default/files/files/pub/d07/d0723-r.pdf
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Paper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 723R.

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Length: 17 pages
Date of creation: 1983
Date of revision: Mar 1986
Publication status: Published in Journal of Multivariate Analysis (April 1987), 21(2): 238-249
Handle: RePEc:cwl:cwldpp:723r
Note: CFP 675.
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  1. Pillai, K. C. S. & Young, D. L., 1971. "On the exact distribution of Hotelling's generalized," Journal of Multivariate Analysis, Elsevier, vol. 1(1), pages 90-107, April.
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