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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Year of publication:	1983
Authors:	Phillips, Peter C.B.
Institutions:	Cowles Foundation for Research in Economics, Yale University
Subject:	Hotelling's T_{0}^{2} \| exact distribution \| invariant polynomials \| everywhere convergent series

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 675. Published in Journal of Multivariate Analysis (April 1987), 21(2): 238-249 The price is None Number 723R 17 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004990697