Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
In this paper the asymptotic expansion of a percentage point of Hotelling's generalized $T^2_0$ distribution is derived in terms of the corresponding percentage point of a $\chi^2$ distribution. Our result generalizes Hotelling's and Frankel's asymptotic expansion for the generalized Student $T$ [3], [4]. The technique used in this paper for …