If T^2 is Hotelling T^2-statistic, then the distribution of T^2/n-1cdotdfracn-pp would be:

Q110Section III (Statistics)110 of 145

The scaled $T^2$ is F-distributed — central only under $H_0$

If $T^2$ is Hotelling $T^2$ -statistic, then the distribution of $\dfrac{T^2}{n-1}\cdot\dfrac{n-p}p$ would be:

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