On the exact distribution of Hotelling's generalized

K. C. S. Pillai and D. L. Young

Journal of Multivariate Analysis, 1971, vol. 1, issue 1, 90-107

Abstract: A general method for determining the exact null density and distribution of U(p), a constant times Hotelling's generalized statistic, for integral values of m ( = (n1 - p - 1)/2) is provided by inversion of Laplace transforms. The density of U(p) has been given explicitly for p = 3 and 4, and small values of m. Three approximations to the distribution of U(p) are also discussed and comparisons made with the exact distribution.

Keywords: Hotelling's; generalized; exact; distribution; Laplace; transform; and; inversion; reduction; formula; density; percentage; points; approximations (search for similar items in EconPapers)
Date: 1971
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