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Biometrika 1971 58(1):237-241; doi:10.1093/biomet/58.1.237
© 1971 by Biometrika Trust
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MISCELLANEA

A note on the distribution of Hotelling's generalized T2o

M. L. TIKU

McMaster University Canada

Chi-squared approximations for the distribution of Hotelling's generalized T2o are obtained. These are easy to compute and provide accurate approximations for the values of the probability integral and the percentage points of the distribution of T20.

Key Words: Hotelling's T squared • Approximate multivariate distribution theory • Multivariate analysis of variance


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