A new series representation of the exact distribution of Hotelling’s generalized T02 statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the noncentral distributions. Earlier results by Constantine , which are convergent on the interval [0,1), are also derived quite simply from our formulae.
Hotelling’s T02, exact distribution, Invariant polynomials, Everywhere convergent series