On Some Noncentral Distributions in Multivariate Analysis

Abstract

In the paper, the authors derived expressions for the marginal distributions of any few consecutive ordered roots, moments of the elementary symmetric functions of the ordered roots and the Laplace transformations of the traces of a class of random matrices in the noncentral cases. This class of random matrices includes the MANOVA, Canonical Correlation, and Wishart matrices. The expressions obtained here are in terms of the linear combinations of the products of double integrals; these double integrals can be evaluated without difficulty for the cases of the random matrices that occur commonly in multivariate statistical analysis.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1972
Accession Number
AD0742264

Entities

People

  • Aditi Chattopadhyay
  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Algebra
  • Applied Mathematics
  • Data Science
  • Information Science
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • Multivariate Analysis
  • Numerical Analysis
  • Probability
  • Statistical Analysis
  • Statistics
  • Test And Evaluation
  • United States

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.