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  • Search: subject:"Hotelling's T_\{0\}\{2\}"
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Hotelling's T_{0}^{2} 1 everywhere convergent series 1 exact distribution 1 invariant polynomials 1
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Free 1
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Book / Working Paper 1
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English 1
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Phillips, Peter C.B. 1
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1983
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...
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