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A note on the distribution of Hotelling's generalized T2o

M. L. TIKU

Biometrika · 1971 · Volume 58 · Issue 1

DOI: 10.1093/biomet/58.1.237

Abstract

SUMMARY Chi-squared approximations for the distribution of Hotelling's generalized T 2 o 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 T 2 0 .

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