Accession Number : ADA004778

Title :   On the Exact Distributions of the Ratios of the Extreme Roots of the Real and Complex Wishart Matrices.

Descriptive Note : Technical rept.,

Corporate Author : TECHNOLOGY INC DAYTON OHIO

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

Report Date : OCT 1974

Pagination or Media Count : 16

Abstract : In this paper, the authors discuss the evaluation of the probability integrals associated with the distributions of the ratios of the extreme roots of the Wishart matrix in the real and complex cases. Some percentage points of these distributions are also given.

Descriptors :   *Multivariate analysis, *Matrices(Mathematics), Time series analysis, Computations, Tables(Data)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE