The Distribution of Hotelling's Generalised $T_0^2$

• 1 February 1966
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 37  (1) , 215-225
• https://doi.org/10.1214/aoms/1177699611

Abstract

Keywords

• COVARIANCE MATRIX
• PROBABILITY DENSITY FUNCTION
• MULTIVARIATE ANALYSES
• ANALYSIS OF VARIANCE
• SUM OF SQUARES
• DEGREE OF FREEDOM
• SERIES EXPANSION
• LAGUERRE POLYNOMIAL
• WISHART DISTRIBUTION