Accession Number : AD0726594

Title :   Exact Distributions of a Few Arbitrary Roots of Some Complex Random Matrices.

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

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

Report Date : FEB 1971

Pagination or Media Count : 18

Abstract : In this paper, the authors derived expressions for the joint probability density of any few unordered roots of a class of noncentral complex random matrices. This class includes A-matrix which is of interest to physicists, Wishart matrix, MANOVA matrix and canonical correlation matrix. (Author)

Descriptors :   (*MATRICES(MATHEMATICS), THEOREMS), (*MULTIVARIATE ANALYSIS, MATRICES(MATHEMATICS)), CORRELATION TECHNIQUES, PROBABILITY DENSITY FUNCTIONS, TRANSFORMATIONS(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE