
Accession Number : AD0758236
Title : Tables for the Distributions of the Ratios of the Extreme Roots to the Trace of Wishart Matrix,
Corporate Author : TECHNOLOGY INC DAYTON OHIO
Personal Author(s) : Schuurmann,F. J. ; Krishnaiah,P. R. ; Chattopadhyay,A. K.
Report Date : FEB 1973
Pagination or Media Count : 22
Abstract : In a recent paper, A.W. Davis (J. Multivariate Analysis 2 (1972)) established a relationship between the marginal distributions of the latent roots of the Wishart matrix and the ratios of the corresponding latent roots to the trace. Using the above relationship and the expressions of P. R. Krishnaiah and T. C. Chang (J. Multivariate Analysis 1 (1971) 108117) for the marginal densities of the extreme roots, the authors constructed extensive tables for the percentage points of the distributions of the ratios of the extreme roots to the trace of Wishart matrix. (Author)
Descriptors : (*MULTIVARIATE ANALYSIS, MATRICES(MATHEMATICS)), TABLES(DATA)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE