Accession Number : AD0776315

Title :   On the Exact Distributions of the Test Statistics Based on the Eigenvalues of Complex Random Matrices.

Descriptive Note : Technical rept.,


Personal Author(s) : Krishnaiah,P. R.

Report Date : DEC 1973

Pagination or Media Count : 26

Abstract : In the report, the author considers the derivation of the exact noncentral distributions of certain test statistics based upon the eigenvalues of a class of complex random matrices. This class of random matrices include Wishart matrix, MANOVA matrix, canonical correlation matrix and the two-sample covariance model matrix in the complex case. The moments of the elementary symmetric functions as well as the Laplace transformations of the traces of the above class of random matrices are derived. Also, the exact distributions of any few roots as well as the distributions of certain ratios of the roots of the above class of random matrices are derived. In addition, the exact noncentral distribution of the trace of the complex MANOVA matrix is derived. (Author)

Descriptors :   *Statistical tests, *Distribution functions, *Multivariate analysis, Matrices(Mathematics), Sampling, Time series analysis

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE