SIMULTANEOUS TESTS FOR EQUALITY OF LATENT ROOTS AGAINST CERTAIN ALTERNATIVES-II.
Abstract
The authors proposed a procedure for testing for the equality of latent roots of a matrix, when the associated random matrix has certain distribution, against the alternative that at least two of the roots are unequal. The random matrices considered are (1) Wishart matrix; (2) (S sub 1)(S sub 2)superscript -1; (3) matrix connected with MANOVA; and, (4) matrix associated with canonical correlations; here S sub 1 and S sub 2 are independently distributed central Wishart matrices. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1969
- Accession Number
- AD0700770
Entities
People
- Paruchuri R. Krishnaiah
- V. B. Waikar
Organizations
- Air Force Research Laboratory