The Distribution of the Characteristic Roots of (S sub 1)(S sub 2, sup(-1)) under Violations,
Abstract
The paper deals with the density of the characteristic roots of (S sub 1)(S sub 2, sup(-1)) where (S sub 1) is distributed non-central Wishart W(p,n sub 1, sigma sub 1, omega) and (S sub 2) W(p,n sub 2, sigma sub 2,0). This is basic for an exact study of robustness of tests of at least two multivariate hypotheses. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1972
- Accession Number
- AD0751342
Entities
People
- K. C. S. Pillai
Organizations
- Purdue University