Exact Distributions of the Intermediate Roots of a Class of Random Matrices.

Abstract

In this paper, the authors derive expressions for the cumulative distribution functions of the individual intermediate roots of a class of random matrices. This class includes Wishart matrix, multivariate analysis of variance matrix and canonical correlation matrix. The expressions obtained are in terms of the linear combinations of products of certain double integrals. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1970
Accession Number
AD0718427

Entities

People

  • Paruchuri R. Krishnaiah
  • V. B. Waikar

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Information Science
  • Integrals
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Multivariate Analysis
  • Statistical Analysis
  • Statistics
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.