论文信息 - Further applications of a differential equation for Hotelling's generalizedT02

Further applications of a differential equation for Hotelling's generalizedT02

The null distribution of the Hotelling-Lawley generalized T~-' statistic has been shown [4] to satisfy a homogeneous linear differential equation (d.c.). The lat ter has been used to tabulate some exact percentage points of To" by analytic continuation of Constantine's [3] series, and a table for the 5-variate case is presented in this paper. The Ito-Siotani [9], [16] asymptot ic expansions for the distribution function and percentage points of T: are also extended.

A. W. Davis

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