Exact distributions of Hotelling's generalized T20

A. W. Davis

Biometrika, 1970, vol. 57, issue 1, 187-191

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.

Date: 1970
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