Asymptotic Formulae for the Distribution of Hotelling's Generalized T₀² Statistic. II

In this paper an asymptotic formula for the cumulative distribution function (c.d.f.) of Hotelling's generalized T₀² 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 T₀² [5], and shows certain properties of T₀² which help determine the power of the test based on the statistic for moderately large samples. Both of the author's results provide an approximate complete analysis of the T₀² test, although the exact null and non-null distributions of T₀² are not available at present.