Accession Number : ADA006153

Title :   Approximations to the Distributions of the Traces of Complex Multivariate Beta and F Matrices.

Descriptive Note : Scientific interim rept. 1 Jun 73-1 Jun 74,

Corporate Author : TECHNOLOGY INC DAYTON OHIO

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

Report Date : OCT 1974

Pagination or Media Count : 107

Abstract : In this report, the authors have approximated the distribution of the trace of the complex multivariate beta matrix with Pearson Type 1 distribution. Using this approximation, the authors have tabulated approximate percentage points of the distribution of the trace of the multivariate beta matrix for several values of the parameters. The authors have also approximated the distribution of the trace of the complex multivariate F matrix with Pearson Type 4 distribution for some values of the parameters and Pearson Type 6 distribution for some other values of the parameters. The applications of the results of this paper in the area of multiple time series are also discussed.

Descriptors :   *Time series analysis, *Multivariate analysis, Matrices(Mathematics), Distribution functions, Approximation, Tables(Data)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE