Accession Number : AD0718427

Title :   Exact Distributions of the Intermediate Roots of a Class of Random Matrices.

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Krishnaiah,P. R. ; Waikar,V. B.

Report Date : DEC 1970

Pagination or Media Count : 15

Abstract : In this paper, the authors derive expressions for the cumulative distribution functions of the individual intermediate roots of a class of random matrices. This class includes Wishart matrix, multivariate analysis of variance matrix and canonical correlation matrix. The expressions obtained are in terms of the linear combinations of products of certain double integrals. (Author)

Descriptors :   (*MATRICES(MATHEMATICS), THEOREMS), (*MULTIVARIATE ANALYSIS, MATRICES(MATHEMATICS)), DISTRIBUTION FUNCTIONS, NUCLEAR PHYSICS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE