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Biometrika 1974 61(2):381-383; doi:10.1093/biomet/61.2.381
© 1974 by Biometrika Trust
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MISCELLANEA

F approximations to the distribution of Hotelling's T20

JAMES J. McKEON*

*Author's address: 12705 Nettles Drive, Newport News, Virginia.

Two F approximations are proposed for the distribution of Hotelling's T20. The first approximation fits the first three moments, the second specifies the value of the numerator degrees of freedom and fits the first two moments. The second approximation is slightly better than the first, and improves on F approximations proposed by Pillai & Sampson (1959) and Hughes & Saw (1972).

Key Words: Approximation to multivariate distributions • F distribution; Hotelling's generalization of T2 • multivariate linear hypothesis


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