Accession Number : AD0751342

Title :   The Distribution of the Characteristic Roots of (S sub 1)(S sub 2, sup(-1)) under Violations,

Corporate Author : PURDUE UNIV LAFAYETTE IND

Personal Author(s) : Pillai,K. C. S.

Report Date : AUG 1972

Pagination or Media Count : 21

Abstract : The paper deals with the density of the characteristic roots of (S sub 1)(S sub 2, sup(-1)) where (S sub 1) is distributed non-central Wishart W(p,n sub 1, sigma sub 1, omega) and (S sub 2) W(p,n sub 2, sigma sub 2,0). This is basic for an exact study of robustness of tests of at least two multivariate hypotheses. (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, MATRICES(MATHEMATICS)), STATISTICAL TESTS, PROBABILITY DENSITY FUNCTIONS, POLYNOMIALS, HYPERGEOMETRIC FUNCTIONS, TRANSFORMATIONS(MATHEMATICS), THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE