Upper Percentage Points of the Individual Roots of the Wishart Matrix

Abstract

Let S: pxp be distributed as central Wishart matrix with n degrees of freedom and let E(S) = n I sub p where I sub p is an identity matrix. Also, let theta (1)<...< theta (p) be the roots of S. In the report, the authors gave exact upper 10%, 5%, 2.5% and 1% points of the distributions of theta (i)(i=1,2, ..., p-1) for p=2(1)10 and n=(p+1) (1)20(2)30(5)50.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1972
Accession Number
AD0742988

Entities

People

  • Aditi Chattopadhyay
  • D. S. Clemm
  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

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  • Air Force
  • Applied Mathematics
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  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Linear Algebra