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Biometrika 1970 57(1):187-191; doi:10.1093/biomet/57.1.187
© 1970 by Biometrika Trust
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Exact distributions of Hotelling's generalized T20

A. W. DAVIS

C.S.I.R.O. Adelaide

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.


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