A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix.
|Original language||English (US)|
|Number of pages||5|
|Journal||Australian Journal of Statistics|
|State||Published - Jun 1982|
All Science Journal Classification (ASJC) codes
- Statistics and Probability