Prefer a chat interface with context about you and your work?
Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
In this paper an asymptotic formula for the cumulative distribution function (c.d.f.) of Hotelling's generalized $T_0^2$ statistic is derived for general values of the number of dimensions in the non-null case. This result includes as a special case the previous result of the author for the null distribution of $T_0^2$ …