login

Exact distributions of Hotelling's generalized T20

BiometrikaPublished 1 April 1970
A. W. Davis
Citations32
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

Percentile 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.

Keywords

Mathematics