Tables for the Extreme Roots of the Wishart Matrix

Abstract

Let (l sub 1) and (l sub p) be respectively the smallest and largest roots of the central pxp Wishart matrix with n degrees of freedom. In the report, the authors gave tables for the exact values of U for p = 2(1)10(2)20, alpha = 0.05, 0.025, 0.01, 0.005 and different values of n where P(U sup-1 < l sub 1 < l sub p < U) = (1-2 alpha). Also, exact lower 1%, 2.5%, 5%, 10% points of the distribution of (l sub p) are given for p = 2(1)10(2)20 and for different values of n.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0739518

Entities

People

  • D. S. Clemm
  • Paruchuri R. Krishnaiah
  • V. B. Waikar

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  • Air Force Research Laboratory

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  • Approximation Theory.
  • Linear Algebra