Accession Number : AD0739940

Title :   Percentage Points of the Joint Distribution of the Extreme Roots of the Random Matrix S(1)(S(1)+S(2))(Sup(-1)).

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

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

Report Date : NOV 1971

Pagination or Media Count : 31

Abstract : Let S(1) and S(2) be independently distributed as central Wishart matrices with n(1) and n(2) degrees of freedom respectively. Also, let theta sub 1 and theta sub p be the smallest and largest roots of S(1)(S(1) + S(2)) sup(-1). In this report, the authors give tables for the exact values of A for p = 2 (1) 10, alpha = 0.10,0.05, 0.025, 0.01, r = 0 (1) 5,7,10,15, n = 5 (1) 10 (2) 20 (5) 50 where r = (n(1)- p - 1)/2, n = (n(2)- p - 1)/2 and P(1 - A<or=(theta sub 1)<or=(theta sub p)<or=A = (1 - alpha). (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, *MATRICES(MATHEMATICS)), STATISTICAL DISTRIBUTIONS, PROBABILITY DENSITY FUNCTIONS, TABLES(DATA)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE